Algorithmic Trading Model for Cramer COVID-19 Index Using Python¶
Task 1. Prepare Environment¶
In [1]:
import os
import sys
import numpy as np
import pandas as pd
import requests
import json
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
from time import sleep
In [2]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = False
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = False
if useColab:
# Mount Google Drive locally for storing files
from dotenv import load_dotenv
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
LocalPC = False
if LocalPC:
from dotenv import load_dotenv
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
pd.set_option("display.width", 140)
In [3]:
# Check and see whether the API key is available
alphavantage_key = os.environ.get('ALPHAVANTAGE_API')
if alphavantage_key is None: sys.exit("API key for Alpha Vantage not available. Script Processing Aborted!!!")
# Check and see whether the API key is available
iexcloud_key = os.environ.get('IEXCLOUD_API')
if iexcloud_key is None: sys.exit("API key for IEX Cloud not available. Script Processing Aborted!!!")
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [4]:
# Specify the parameters for the trading strategy
fast_ma = 20
slow_ma = 50
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma*1.5)) # Need more pricing data to calculate moving averages
# model_end_date = datetime(2020, 1, 1)
model_end_date = datetime.now()
print("Ending date for the model:", model_end_date)
stock_data_dates = pd.date_range(start=stock_start_date, end=model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-07-01 23:10:37.290055
Task 2. Acquire and Pre-Process Data¶
In [5]:
dataset_path = 'https://www.dainesanalytics.com/datasets/cramer-covid19-index/Cramer_COVID-19_Index.csv'
stock_meta = pd.read_csv(dataset_path, sep=',')
stock_meta.set_index('Symbol', inplace=True)
stock_meta = stock_meta.sort_index(ascending = True)
stock_meta.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> Index: 100 entries, AAPL to ZTS Data columns (total 1 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 Name 100 non-null object dtypes: object(1) memory usage: 1.6+ KB
In [6]:
# Take a peek at the dataframe after import
stock_meta.head()
Out[6]:
| Name | |
|---|---|
| Symbol | |
| AAPL | Apple |
| ABBV | AbbVie |
| ABT | Abbott Labs |
| ADBE | Adobe |
| AKAM | Akamai Technologies |
In [7]:
stock_list = stock_meta.index.tolist()
if verbose: print('Stocks to process:', stock_list)
In [8]:
for ticker in stock_list:
iexcloud_url = "https://cloud.iexapis.com/stable/stock/%s/stats/sharesOutstanding?token=%s" % (ticker, iexcloud_key)
sleep(1)
response = requests.get(iexcloud_url)
share_data = json.loads(response.text)
stock_meta.loc[ticker,'Share_Outstanding'] = share_data
print('Company outstanding share number retrieved for', ticker, ':', share_data)
Company outstanding share number retrieved for AAPL : 4334340000 Company outstanding share number retrieved for ABBV : 1762340000 Company outstanding share number retrieved for ABT : 1768850000 Company outstanding share number retrieved for ADBE : 479665000 Company outstanding share number retrieved for AKAM : 162274000 Company outstanding share number retrieved for AMD : 1171190000 Company outstanding share number retrieved for AMT : 443306000 Company outstanding share number retrieved for AMZN : 498776000 Company outstanding share number retrieved for ATVI : 770486000 Company outstanding share number retrieved for BNTX : 228604644 Company outstanding share number retrieved for BSX : 1428730000 Company outstanding share number retrieved for BYND : 62236700 Company outstanding share number retrieved for CAG : 487076000 Company outstanding share number retrieved for CCI : 416751000 Company outstanding share number retrieved for CHGG : 123646000 Company outstanding share number retrieved for CHWY : 84224900 Company outstanding share number retrieved for CL : 856528000 Company outstanding share number retrieved for CLX : 125100000 Company outstanding share number retrieved for CMG : 27890700 Company outstanding share number retrieved for CNC : 579129000 Company outstanding share number retrieved for COR : 37903400 Company outstanding share number retrieved for COST : 441524000 Company outstanding share number retrieved for COUP : 67073900 Company outstanding share number retrieved for CPB : 302164000 Company outstanding share number retrieved for CRM : 899412000 Company outstanding share number retrieved for CRWD : 151213000 Company outstanding share number retrieved for CTXS : 123451000 Company outstanding share number retrieved for D : 839251000 Company outstanding share number retrieved for DDOG : 176048000 Company outstanding share number retrieved for DG : 251722000 Company outstanding share number retrieved for DHR : 697511000 Company outstanding share number retrieved for DOCU : 183509000 Company outstanding share number retrieved for DPZ : 39117900 Company outstanding share number retrieved for DXCM : 92300000 Company outstanding share number retrieved for EA : 288714000 Company outstanding share number retrieved for EBAY : 702679000 Company outstanding share number retrieved for EBS : 52427800 Company outstanding share number retrieved for EQIX : 88514500 Company outstanding share number retrieved for ETSY : 118678000 Company outstanding share number retrieved for EVBG : 34358100 Company outstanding share number retrieved for FSLY : 78700000 Company outstanding share number retrieved for GILD : 1254370000 Company outstanding share number retrieved for GIS : 606139000 Company outstanding share number retrieved for GOLD : 1778040000 Company outstanding share number retrieved for GOOG : 336162000 Company outstanding share number retrieved for HD : 1075520000 Company outstanding share number retrieved for HRL : 538952000 Company outstanding share number retrieved for JNJ : 2634590000 Company outstanding share number retrieved for KR : 777926000 Company outstanding share number retrieved for LLY : 957038000 Company outstanding share number retrieved for LOGI : 166897353 Company outstanding share number retrieved for LVGO : 97817000 Company outstanding share number retrieved for MASI : 54115400 Company outstanding share number retrieved for MDLZ : 1427460000 Company outstanding share number retrieved for MKC : 123945000 Company outstanding share number retrieved for MKTX : 37910200 Company outstanding share number retrieved for MRNA : 388824000 Company outstanding share number retrieved for MRVL : 665300000 Company outstanding share number retrieved for MSFT : 7583440000 Company outstanding share number retrieved for NEM : 802585000 Company outstanding share number retrieved for NET : 165000000 Company outstanding share number retrieved for NFLX : 439804000 Company outstanding share number retrieved for NVDA : 615000000 Company outstanding share number retrieved for OKTA : 116135000 Company outstanding share number retrieved for PANW : 96465900 Company outstanding share number retrieved for PEP : 1387500000 Company outstanding share number retrieved for PFE : 5554830000 Company outstanding share number retrieved for PG : 2475640000 Company outstanding share number retrieved for PLD : 738582000 Company outstanding share number retrieved for PRGO : 136300000 Company outstanding share number retrieved for PTON : 206067000 Company outstanding share number retrieved for PYPL : 1174160000 Company outstanding share number retrieved for REGN : 110673000 Company outstanding share number retrieved for RMD : 144668000 Company outstanding share number retrieved for RNG : 77005900 Company outstanding share number retrieved for SHOP : 105356000 Company outstanding share number retrieved for SJM : 114043000 Company outstanding share number retrieved for SNY : 2508821038 Company outstanding share number retrieved for SPGI : 240900000 Company outstanding share number retrieved for SPLK : 158869000 Company outstanding share number retrieved for SPOT : 184416932 Company outstanding share number retrieved for SQ : 362988000 Company outstanding share number retrieved for TDOC : 74453300 Company outstanding share number retrieved for TGT : 500015000 Company outstanding share number retrieved for TMO : 394951000 Company outstanding share number retrieved for TTD : 40888700 Company outstanding share number retrieved for TTWO : 113943000 Company outstanding share number retrieved for TW : 83945500 Company outstanding share number retrieved for TWLO : 128731000 Company outstanding share number retrieved for UNH : 948380000 Company outstanding share number retrieved for VEEV : 134988000 Company outstanding share number retrieved for VMW : 111828000 Company outstanding share number retrieved for VZ : 4138000000 Company outstanding share number retrieved for WING : 29583000 Company outstanding share number retrieved for WIX : 51526000 Company outstanding share number retrieved for WMT : 2831950000 Company outstanding share number retrieved for WORK : 432599000 Company outstanding share number retrieved for ZM : 182106000 Company outstanding share number retrieved for ZS : 130518000 Company outstanding share number retrieved for ZTS : 474941000
In [9]:
stock_meta.head()
Out[9]:
| Name | Share_Outstanding | |
|---|---|---|
| Symbol | ||
| AAPL | Apple | 4.334340e+09 |
| ABBV | AbbVie | 1.762340e+09 |
| ABT | Abbott Labs | 1.768850e+09 |
| ADBE | Adobe | 4.796650e+08 |
| AKAM | Akamai Technologies | 1.622740e+08 |
In [10]:
stock_meta.tail()
Out[10]:
| Name | Share_Outstanding | |
|---|---|---|
| Symbol | ||
| WMT | Walmart | 2.831950e+09 |
| WORK | Slack | 4.325990e+08 |
| ZM | Zoom Video | 1.821060e+08 |
| ZS | Zscaler | 1.305180e+08 |
| ZTS | Zoetis | 4.749410e+08 |
In [11]:
total_shares = stock_meta['Share_Outstanding'].sum()
print('Total number of outstanding shares used to calculate the index:', total_shares)
Total number of outstanding shares used to calculate the index: 70701017767.0
In [12]:
# Create the dataframe to hold the index and individual stock components
columns = ['JC_MAD']
index_df = pd.DataFrame(index=stock_data_dates, columns=columns)
index_df = index_df.fillna(0.0)
index_df.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 623 entries, 2018-10-18 to 2020-07-01 Freq: D Data columns (total 1 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 JC_MAD 623 non-null float64 dtypes: float64(1) memory usage: 9.7 KB
In [13]:
index_df.head()
Out[13]:
| JC_MAD | |
|---|---|
| 2018-10-18 | 0.0 |
| 2018-10-19 | 0.0 |
| 2018-10-20 | 0.0 |
| 2018-10-21 | 0.0 |
| 2018-10-22 | 0.0 |
In [14]:
# Create the dataframe to hold the stock opening prices
stock_open_df = pd.DataFrame(index=stock_data_dates)
stock_open_df.info()
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 623 entries, 2018-10-18 to 2020-07-01 Freq: D Empty DataFrame
In [15]:
# Create the dataframe to hold the stock closing prices
stock_close_df = pd.DataFrame(index=stock_data_dates)
stock_close_df.info()
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 623 entries, 2018-10-18 to 2020-07-01 Freq: D Empty DataFrame
In [16]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
for ticker in stock_list:
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, ticker, quandl_key)
response = requests.get(quandl_url)
sleep(1)
quandl_dict = json.loads(response.text)
stock_data = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_data), 'data points retrieved from the API call for:', ticker)
stock_data.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
stock_data.index = pd.to_datetime(stock_data.date)
stock_data = stock_data.sort_index(ascending = True)
stock_open = stock_data.loc[:, ['open']]
stock_open.rename(columns={'open': ticker}, inplace=True)
stock_open_df = pd.concat([stock_open_df, stock_open], axis=1)
stock_close = stock_data.loc[:, ['closeunadj']]
stock_close.rename(columns={'closeunadj': ticker}, inplace=True)
stock_close_df = pd.concat([stock_close_df, stock_close], axis=1)
component_close = stock_data.loc[:, ['closeunadj']] * stock_meta.loc[ticker, 'Share_Outstanding'] / total_shares
component_close.rename(columns={'closeunadj': ticker}, inplace=True)
index_df = pd.concat([index_df, component_close], axis=1)
428 data points retrieved from the API call for: AAPL 428 data points retrieved from the API call for: ABBV 428 data points retrieved from the API call for: ABT 428 data points retrieved from the API call for: ADBE 428 data points retrieved from the API call for: AKAM 428 data points retrieved from the API call for: AMD 428 data points retrieved from the API call for: AMT 428 data points retrieved from the API call for: AMZN 428 data points retrieved from the API call for: ATVI 183 data points retrieved from the API call for: BNTX 428 data points retrieved from the API call for: BSX 295 data points retrieved from the API call for: BYND 428 data points retrieved from the API call for: CAG 428 data points retrieved from the API call for: CCI 428 data points retrieved from the API call for: CHGG 265 data points retrieved from the API call for: CHWY 428 data points retrieved from the API call for: CL 428 data points retrieved from the API call for: CLX 428 data points retrieved from the API call for: CMG 428 data points retrieved from the API call for: CNC 428 data points retrieved from the API call for: COR 428 data points retrieved from the API call for: COST 428 data points retrieved from the API call for: COUP 428 data points retrieved from the API call for: CPB 428 data points retrieved from the API call for: CRM 266 data points retrieved from the API call for: CRWD 428 data points retrieved from the API call for: CTXS 428 data points retrieved from the API call for: D 198 data points retrieved from the API call for: DDOG 428 data points retrieved from the API call for: DG 428 data points retrieved from the API call for: DHR 428 data points retrieved from the API call for: DOCU 428 data points retrieved from the API call for: DPZ 428 data points retrieved from the API call for: DXCM 428 data points retrieved from the API call for: EA 428 data points retrieved from the API call for: EBAY 428 data points retrieved from the API call for: EBS 428 data points retrieved from the API call for: EQIX 428 data points retrieved from the API call for: ETSY 428 data points retrieved from the API call for: EVBG 284 data points retrieved from the API call for: FSLY 428 data points retrieved from the API call for: GILD 428 data points retrieved from the API call for: GIS 428 data points retrieved from the API call for: GOLD 428 data points retrieved from the API call for: GOOG 428 data points retrieved from the API call for: HD 428 data points retrieved from the API call for: HRL 428 data points retrieved from the API call for: JNJ 428 data points retrieved from the API call for: KR 428 data points retrieved from the API call for: LLY 428 data points retrieved from the API call for: LOGI 237 data points retrieved from the API call for: LVGO 428 data points retrieved from the API call for: MASI 428 data points retrieved from the API call for: MDLZ 428 data points retrieved from the API call for: MKC 428 data points retrieved from the API call for: MKTX 394 data points retrieved from the API call for: MRNA 428 data points retrieved from the API call for: MRVL 428 data points retrieved from the API call for: MSFT 428 data points retrieved from the API call for: NEM 202 data points retrieved from the API call for: NET 428 data points retrieved from the API call for: NFLX 428 data points retrieved from the API call for: NVDA 428 data points retrieved from the API call for: OKTA 428 data points retrieved from the API call for: PANW 428 data points retrieved from the API call for: PEP 428 data points retrieved from the API call for: PFE 428 data points retrieved from the API call for: PG 428 data points retrieved from the API call for: PLD 428 data points retrieved from the API call for: PRGO 193 data points retrieved from the API call for: PTON 428 data points retrieved from the API call for: PYPL 428 data points retrieved from the API call for: REGN 428 data points retrieved from the API call for: RMD 428 data points retrieved from the API call for: RNG 428 data points retrieved from the API call for: SHOP 428 data points retrieved from the API call for: SJM 428 data points retrieved from the API call for: SNY 428 data points retrieved from the API call for: SPGI 428 data points retrieved from the API call for: SPLK 428 data points retrieved from the API call for: SPOT 428 data points retrieved from the API call for: SQ 428 data points retrieved from the API call for: TDOC 428 data points retrieved from the API call for: TGT 428 data points retrieved from the API call for: TMO 428 data points retrieved from the API call for: TTD 428 data points retrieved from the API call for: TTWO 314 data points retrieved from the API call for: TW 428 data points retrieved from the API call for: TWLO 428 data points retrieved from the API call for: UNH 428 data points retrieved from the API call for: VEEV 428 data points retrieved from the API call for: VMW 428 data points retrieved from the API call for: VZ 428 data points retrieved from the API call for: WING 428 data points retrieved from the API call for: WIX 428 data points retrieved from the API call for: WMT 261 data points retrieved from the API call for: WORK 304 data points retrieved from the API call for: ZM 428 data points retrieved from the API call for: ZS 428 data points retrieved from the API call for: ZTS
In [17]:
stock_open_df.dropna(inplace=True)
stock_close_df.dropna(inplace=True)
In [18]:
index_df.dropna(inplace=True)
index_df['JC_MAD'] = index_df[stock_list].sum(axis=1)
In [19]:
index_df.head()
Out[19]:
| JC_MAD | AAPL | ABBV | ABT | ADBE | AKAM | AMD | AMT | AMZN | ATVI | BNTX | BSX | BYND | CAG | CCI | CHGG | CHWY | CL | CLX | CMG | CNC | COR | COST | COUP | CPB | CRM | CRWD | CTXS | D | DDOG | DG | DHR | DOCU | DPZ | DXCM | EA | EBAY | EBS | EQIX | ETSY | EVBG | FSLY | GILD | GIS | GOLD | GOOG | HD | HRL | JNJ | KR | LLY | LOGI | LVGO | MASI | MDLZ | MKC | MKTX | MRNA | MRVL | MSFT | NEM | NET | NFLX | NVDA | OKTA | PANW | PEP | PFE | PG | PLD | PRGO | PTON | PYPL | REGN | RMD | RNG | SHOP | SJM | SNY | SPGI | SPLK | SPOT | SQ | TDOC | TGT | TMO | TTD | TTWO | TW | TWLO | UNH | VEEV | VMW | VZ | WING | WIX | WMT | WORK | ZM | ZS | ZTS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-10-10 | 121.212598 | 14.105713 | 1.855790 | 2.005001 | 1.865578 | 0.205100 | 0.470126 | 1.418810 | 12.135955 | 0.585103 | 0.046044 | 0.767502 | 0.119718 | 0.195310 | 0.814745 | 0.055072 | 0.030247 | 0.857364 | 0.266741 | 0.326537 | 0.361152 | 0.062944 | 1.855623 | 0.145758 | 0.202238 | 1.862532 | 0.131342 | 0.169302 | 0.970763 | 0.088645 | 0.571511 | 1.368957 | 0.174266 | 0.140961 | 0.201647 | 0.377855 | 0.376976 | 0.038931 | 0.716369 | 0.096972 | 0.032744 | 0.027706 | 1.122352 | 0.468186 | 0.450414 | 5.746861 | 3.523304 | 0.317649 | 4.809269 | 0.262312 | 1.447313 | 0.095487 | 0.026093 | 0.110663 | 1.118733 | 0.290469 | 0.192546 | 0.077874 | 0.219160 | 14.919962 | 0.442040 | 0.038110 | 1.744759 | 1.592105 | 0.188195 | 0.285573 | 2.706077 | 2.811945 | 4.269805 | 0.896419 | 0.100247 | 0.067444 | 1.669708 | 0.467043 | 0.266967 | 0.190007 | 0.483513 | 0.172627 | 1.591144 | 0.855132 | 0.265489 | 0.293498 | 0.318470 | 0.071619 | 0.781978 | 1.567827 | 0.107367 | 0.197262 | 0.048740 | 0.200814 | 3.001103 | 0.286946 | 0.239897 | 3.501739 | 0.036905 | 0.090916 | 4.791014 | 0.145748 | 0.182902 | 0.087318 | 0.855889 |
| 2019-10-11 | 122.105029 | 14.480901 | 1.835350 | 1.992242 | 1.888035 | 0.205536 | 0.492820 | 1.407335 | 12.218214 | 0.597418 | 0.044686 | 0.772554 | 0.115660 | 0.195723 | 0.805668 | 0.056191 | 0.031021 | 0.854214 | 0.265856 | 0.327563 | 0.362626 | 0.063545 | 1.858496 | 0.149230 | 0.200314 | 1.900187 | 0.128903 | 0.171502 | 0.972188 | 0.088820 | 0.577671 | 1.368562 | 0.172683 | 0.142632 | 0.202809 | 0.384633 | 0.383138 | 0.038990 | 0.709370 | 0.099473 | 0.034319 | 0.026804 | 1.135304 | 0.465957 | 0.427528 | 5.779098 | 3.569701 | 0.313762 | 4.893857 | 0.266824 | 1.466805 | 0.096879 | 0.024405 | 0.111299 | 1.106821 | 0.288839 | 0.186701 | 0.077296 | 0.226218 | 14.982173 | 0.427055 | 0.038437 | 1.759999 | 1.617853 | 0.190938 | 0.287101 | 2.701170 | 2.837087 | 4.240041 | 0.896732 | 0.103024 | 0.065258 | 1.686980 | 0.470815 | 0.265310 | 0.188907 | 0.490651 | 0.172627 | 1.595048 | 0.862014 | 0.271467 | 0.301245 | 0.315954 | 0.071030 | 0.790889 | 1.584474 | 0.114759 | 0.197294 | 0.047814 | 0.208188 | 2.978836 | 0.290287 | 0.245085 | 3.507592 | 0.037093 | 0.091732 | 4.816248 | 0.159025 | 0.183778 | 0.088832 | 0.863010 |
| 2019-10-14 | 121.950654 | 14.460057 | 1.838590 | 1.996995 | 1.884575 | 0.206202 | 0.505741 | 1.414797 | 12.250030 | 0.599488 | 0.041226 | 0.767300 | 0.111188 | 0.191383 | 0.802426 | 0.057048 | 0.030711 | 0.840888 | 0.263149 | 0.326687 | 0.359595 | 0.063288 | 1.857996 | 0.150131 | 0.200143 | 1.900187 | 0.116606 | 0.171624 | 0.964353 | 0.082395 | 0.573968 | 1.369351 | 0.174136 | 0.139539 | 0.209115 | 0.383367 | 0.381250 | 0.038909 | 0.710485 | 0.099221 | 0.034635 | 0.025602 | 1.144530 | 0.463042 | 0.430043 | 5.787133 | 3.562400 | 0.312313 | 4.871127 | 0.265173 | 1.460579 | 0.096384 | 0.025526 | 0.110939 | 1.094707 | 0.285771 | 0.187366 | 0.076609 | 0.226312 | 14.968229 | 0.431369 | 0.036617 | 1.776173 | 1.622550 | 0.190166 | 0.291372 | 2.697442 | 2.852015 | 4.203625 | 0.901120 | 0.102272 | 0.062577 | 1.689803 | 0.478126 | 0.264409 | 0.192196 | 0.513063 | 0.172433 | 1.592919 | 0.856495 | 0.268927 | 0.300410 | 0.317443 | 0.072199 | 0.786080 | 1.587881 | 0.116413 | 0.195264 | 0.047386 | 0.212285 | 2.958983 | 0.292559 | 0.244167 | 3.488278 | 0.037031 | 0.091587 | 4.773389 | 0.150643 | 0.182361 | 0.087688 | 0.850381 |
| 2019-10-15 | 123.186032 | 14.426340 | 1.857036 | 2.051036 | 1.895498 | 0.209622 | 0.508889 | 1.405830 | 12.468374 | 0.605482 | 0.041776 | 0.777202 | 0.107438 | 0.186561 | 0.793702 | 0.057800 | 0.031914 | 0.828652 | 0.262246 | 0.326139 | 0.370326 | 0.062864 | 1.863429 | 0.146754 | 0.199203 | 1.943058 | 0.118081 | 0.173650 | 0.966015 | 0.086653 | 0.577030 | 1.357414 | 0.173877 | 0.141492 | 0.199702 | 0.388554 | 0.386418 | 0.040214 | 0.715680 | 0.100749 | 0.034970 | 0.025981 | 1.158546 | 0.459613 | 0.418978 | 5.910137 | 3.584305 | 0.312618 | 4.950126 | 0.267484 | 1.484944 | 0.096266 | 0.026923 | 0.111888 | 1.091073 | 0.282247 | 0.187307 | 0.078809 | 0.229605 | 15.185432 | 0.427850 | 0.038180 | 1.768211 | 1.708144 | 0.190314 | 0.290048 | 2.675462 | 2.867728 | 4.103831 | 0.930892 | 0.103737 | 0.068333 | 1.720360 | 0.475590 | 0.266926 | 0.192458 | 0.515715 | 0.173127 | 1.616694 | 0.863582 | 0.269309 | 0.309331 | 0.330073 | 0.073504 | 0.791314 | 1.597769 | 0.122607 | 0.199744 | 0.047386 | 0.209772 | 3.200435 | 0.298745 | 0.244421 | 3.543880 | 0.036997 | 0.091018 | 4.787809 | 0.151377 | 0.183159 | 0.085629 | 0.864622 |
| 2019-10-16 | 122.745450 | 14.368100 | 1.863268 | 2.046032 | 1.850110 | 0.208704 | 0.510380 | 1.391785 | 12.539274 | 0.605809 | 0.041840 | 0.771544 | 0.109084 | 0.185458 | 0.793938 | 0.056488 | 0.031557 | 0.821989 | 0.262777 | 0.324762 | 0.373029 | 0.063733 | 1.865865 | 0.133112 | 0.201596 | 1.869656 | 0.111280 | 0.174488 | 0.971001 | 0.080179 | 0.577635 | 1.355441 | 0.174059 | 0.141619 | 0.200877 | 0.392923 | 0.386816 | 0.039888 | 0.710973 | 0.098281 | 0.034557 | 0.024845 | 1.159433 | 0.451383 | 0.426019 | 5.913133 | 3.588565 | 0.309188 | 5.036951 | 0.269684 | 1.461256 | 0.096336 | 0.028127 | 0.111742 | 1.095716 | 0.281248 | 0.182535 | 0.077819 | 0.223771 | 15.060474 | 0.429439 | 0.036990 | 1.780838 | 1.689355 | 0.174775 | 0.290540 | 2.677228 | 2.855157 | 4.115386 | 0.930161 | 0.103968 | 0.067124 | 1.712057 | 0.468671 | 0.268379 | 0.186162 | 0.482276 | 0.173482 | 1.623081 | 0.859663 | 0.255243 | 0.304036 | 0.323450 | 0.072683 | 0.793435 | 1.567268 | 0.113261 | 0.195247 | 0.050188 | 0.199922 | 3.178972 | 0.286163 | 0.241036 | 3.528662 | 0.037248 | 0.089721 | 4.783403 | 0.144646 | 0.174350 | 0.084272 | 0.859382 |
In [20]:
index_df.tail()
Out[20]:
| JC_MAD | AAPL | ABBV | ABT | ADBE | AKAM | AMD | AMT | AMZN | ATVI | BNTX | BSX | BYND | CAG | CCI | CHGG | CHWY | CL | CLX | CMG | CNC | COR | COST | COUP | CPB | CRM | CRWD | CTXS | D | DDOG | DG | DHR | DOCU | DPZ | DXCM | EA | EBAY | EBS | EQIX | ETSY | EVBG | FSLY | GILD | GIS | GOLD | GOOG | HD | HRL | JNJ | KR | LLY | LOGI | LVGO | MASI | MDLZ | MKC | MKTX | MRNA | MRVL | MSFT | NEM | NET | NFLX | NVDA | OKTA | PANW | PEP | PFE | PG | PLD | PRGO | PTON | PYPL | REGN | RMD | RNG | SHOP | SJM | SNY | SPGI | SPLK | SPOT | SQ | TDOC | TGT | TMO | TTD | TTWO | TW | TWLO | UNH | VEEV | VMW | VZ | WING | WIX | WMT | WORK | ZM | ZS | ZTS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-06-25 | 162.787609 | 22.366589 | 2.417636 | 2.242179 | 2.964450 | 0.236155 | 0.860241 | 1.594875 | 19.432795 | 0.830522 | 0.193066 | 0.684851 | 0.127949 | 0.232098 | 0.970951 | 0.113588 | 0.058897 | 0.880018 | 0.380284 | 0.413778 | 0.518997 | 0.064435 | 1.876793 | 0.260161 | 0.211982 | 2.395938 | 0.226089 | 0.246008 | 0.963166 | 0.223107 | 0.678856 | 1.698370 | 0.437093 | 0.206763 | 0.519705 | 0.533889 | 0.490974 | 0.056431 | 0.872412 | 0.170008 | 0.066859 | 0.090910 | 1.339336 | 0.517225 | 0.647077 | 6.853089 | 3.732776 | 0.371010 | 5.204638 | 0.360680 | 2.204540 | 0.148435 | 0.098992 | 0.168812 | 1.026262 | 0.312996 | 0.272049 | 0.340972 | 0.318718 | 21.488607 | 0.665103 | 0.084016 | 2.898248 | 3.301989 | 0.335456 | 0.309587 | 2.578907 | 2.539314 | 4.127991 | 0.955546 | 0.105510 | 0.169223 | 2.864776 | 0.970465 | 0.381206 | 0.304403 | 1.365466 | 0.170562 | 1.840249 | 1.116983 | 0.433771 | 0.697670 | 0.537954 | 0.212405 | 0.847326 | 1.965007 | 0.236949 | 0.226271 | 0.073816 | 0.394235 | 3.973481 | 0.452156 | 0.236385 | 3.176908 | 0.058040 | 0.184893 | 4.795019 | 0.200816 | 0.668425 | 0.206038 | 0.908958 |
| 2020-06-26 | 159.386622 | 21.679358 | 2.396200 | 2.219412 | 2.896402 | 0.241847 | 0.829926 | 1.545467 | 18.997448 | 0.832592 | 0.200891 | 0.672524 | 0.124718 | 0.224865 | 0.950968 | 0.114410 | 0.055919 | 0.866450 | 0.380957 | 0.407565 | 0.489427 | 0.063604 | 1.852001 | 0.261556 | 0.206853 | 2.330169 | 0.211289 | 0.249291 | 0.945835 | 0.210408 | 0.674299 | 1.694030 | 0.460920 | 0.202398 | 0.500084 | 0.534664 | 0.505782 | 0.055823 | 0.859517 | 0.172123 | 0.068482 | 0.096298 | 1.323013 | 0.507623 | 0.650597 | 6.465914 | 3.666299 | 0.367504 | 5.135327 | 0.359579 | 2.204134 | 0.148152 | 0.103751 | 0.166477 | 1.011120 | 0.308981 | 0.262649 | 0.337013 | 0.312696 | 21.058491 | 0.673617 | 0.082919 | 2.758222 | 3.185428 | 0.334257 | 0.307527 | 2.530238 | 2.517315 | 4.034850 | 0.938414 | 0.103987 | 0.170302 | 2.837706 | 0.957002 | 0.379835 | 0.315088 | 1.356048 | 0.166158 | 1.806538 | 1.095790 | 0.442220 | 0.691097 | 0.535489 | 0.203517 | 0.827594 | 1.960482 | 0.235399 | 0.227528 | 0.070741 | 0.402665 | 3.848194 | 0.448547 | 0.231719 | 3.111357 | 0.056542 | 0.183530 | 4.739342 | 0.199042 | 0.661445 | 0.195682 | 0.891157 |
| 2020-06-29 | 160.836786 | 22.178995 | 2.403927 | 2.226918 | 2.877949 | 0.240975 | 0.832908 | 1.591364 | 18.909335 | 0.822784 | 0.212758 | 0.700209 | 0.115801 | 0.232167 | 0.956686 | 0.116701 | 0.053786 | 0.877474 | 0.384991 | 0.412615 | 0.512690 | 0.063711 | 1.883413 | 0.258938 | 0.210486 | 2.332204 | 0.209813 | 0.252870 | 0.956875 | 0.208466 | 0.676542 | 1.700640 | 0.445580 | 0.204257 | 0.519849 | 0.533684 | 0.509957 | 0.055935 | 0.862497 | 0.172710 | 0.065697 | 0.086992 | 1.322836 | 0.520740 | 0.657136 | 6.632661 | 3.744034 | 0.368495 | 5.181162 | 0.375534 | 2.202645 | 0.150796 | 0.099005 | 0.168184 | 1.021215 | 0.314469 | 0.267357 | 0.341412 | 0.315801 | 21.284811 | 0.675887 | 0.081939 | 2.782109 | 3.201085 | 0.328261 | 0.309846 | 2.572431 | 2.564456 | 4.119938 | 0.952412 | 0.105183 | 0.166746 | 2.795856 | 0.956235 | 0.385339 | 0.295123 | 1.374556 | 0.169497 | 1.812570 | 1.094733 | 0.437052 | 0.691593 | 0.532306 | 0.197293 | 0.838556 | 1.959644 | 0.234890 | 0.222065 | 0.070219 | 0.384166 | 3.886826 | 0.439497 | 0.238821 | 3.200905 | 0.057098 | 0.181978 | 4.768983 | 0.188885 | 0.640221 | 0.194556 | 0.886589 |
| 2020-06-30 | 163.813331 | 22.364137 | 2.447299 | 2.287463 | 2.953323 | 0.245795 | 0.871505 | 1.621085 | 19.462707 | 0.827144 | 0.215797 | 0.709505 | 0.117940 | 0.242294 | 0.986454 | 0.117628 | 0.053238 | 0.887530 | 0.388158 | 0.415143 | 0.520553 | 0.064901 | 1.893530 | 0.262827 | 0.212110 | 2.383089 | 0.214497 | 0.258266 | 0.963641 | 0.216509 | 0.678287 | 1.744542 | 0.446982 | 0.204406 | 0.529249 | 0.539238 | 0.521287 | 0.058641 | 0.879248 | 0.178317 | 0.067238 | 0.094761 | 1.365061 | 0.528542 | 0.677506 | 6.721289 | 3.810815 | 0.367961 | 5.240411 | 0.372453 | 2.222408 | 0.153959 | 0.104028 | 0.174506 | 1.032319 | 0.314521 | 0.268596 | 0.353126 | 0.329916 | 21.828623 | 0.700861 | 0.083899 | 2.830630 | 3.304686 | 0.328902 | 0.313366 | 2.595589 | 2.569170 | 4.186818 | 0.974977 | 0.106552 | 0.168378 | 2.893507 | 0.976241 | 0.392869 | 0.310426 | 1.414462 | 0.170675 | 1.811506 | 1.122639 | 0.446490 | 0.673464 | 0.538775 | 0.200968 | 0.848174 | 2.024109 | 0.235092 | 0.224933 | 0.069031 | 0.399516 | 3.956445 | 0.447573 | 0.244943 | 3.226657 | 0.058148 | 0.186730 | 4.797823 | 0.190231 | 0.653048 | 0.202143 | 0.920580 |
| 2020-07-01 | 165.756975 | 22.321836 | 2.471478 | 2.293217 | 2.983853 | 0.244050 | 0.871008 | 1.664035 | 20.308427 | 0.850356 | 0.207390 | 0.712940 | 0.124683 | 0.245739 | 1.013215 | 0.119062 | 0.055347 | 0.884743 | 0.388512 | 0.421708 | 0.536199 | 0.067212 | 1.903147 | 0.273026 | 0.210742 | 2.441099 | 0.220186 | 0.260832 | 0.977767 | 0.222559 | 0.679746 | 1.747501 | 0.464502 | 0.207875 | 0.522473 | 0.552183 | 0.526356 | 0.060740 | 0.911636 | 0.186676 | 0.071908 | 0.096231 | 1.349448 | 0.518083 | 0.674237 | 6.837446 | 3.774914 | 0.361786 | 5.231095 | 0.369372 | 2.211037 | 0.152472 | 0.102948 | 0.175815 | 1.031310 | 0.314679 | 0.271325 | 0.338717 | 0.323423 | 21.956263 | 0.696547 | 0.086186 | 3.020981 | 3.315907 | 0.346462 | 0.312943 | 2.597551 | 2.650881 | 4.202225 | 0.993990 | 0.105703 | 0.175606 | 2.946651 | 0.953574 | 0.390537 | 0.316199 | 1.514959 | 0.169723 | 1.819313 | 1.139812 | 0.457523 | 0.675316 | 0.595045 | 0.209403 | 0.841244 | 2.009752 | 0.248186 | 0.232250 | 0.070326 | 0.414719 | 3.993736 | 0.462466 | 0.242159 | 3.199734 | 0.059956 | 0.193690 | 4.794218 | 0.190047 | 0.667446 | 0.205854 | 0.921587 |
In [21]:
title_string = 'Historical Pricing for the Cramer COVID-19 Index'
index_df['JC_MAD'].plot(figsize=(16,9), title=title_string)
plt.show()
Task 3. Develop Strategy and Train Model¶
In [22]:
def ma_crossover(data):
wait_for_entry = True
for x in range(len(data)):
if data['ma_change'].iloc[x] > 0:
data['signal'].iloc[x] = 1 # Signal = 1 means we should take a long position
else:
data['signal'].iloc[x] = 0 # Signal = 0 means we should not have a position
if x != 0:
data['signal_chg'].iloc[x] = data['signal'].iloc[x] - data['signal'].iloc[x-1]
if wait_for_entry and (data['signal_chg'].iloc[x-1] == 1):
data['entry_exit'].iloc[x] = data['signal_chg'].iloc[x-1]
wait_for_entry = False
elif (not wait_for_entry) and (data['signal_chg'].iloc[x-1] != 0):
data['entry_exit'].iloc[x] = data['signal_chg'].iloc[x-1]
In [23]:
model_collection = {}
for ticker in stock_list:
print('Processing trading model for ticker symbol:', ticker)
model_collection[ticker] = pd.DataFrame(stock_close_df[ticker])
model_collection[ticker].rename(columns={ticker: 'close'}, inplace=True)
model_collection[ticker]['open'] = stock_open_df[ticker]
model_collection[ticker]['fast_ma'] = model_collection[ticker]['close'].rolling(fast_ma).mean()
model_collection[ticker]['slow_ma'] = model_collection[ticker]['close'].rolling(slow_ma).mean()
model_collection[ticker]['ma_change'] = model_collection[ticker]['fast_ma'] - model_collection[ticker]['slow_ma']
model_collection[ticker]['signal'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker]['signal_chg'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker]['entry_exit'] = np.zeros(len(model_collection[ticker]))
model_collection[ticker] = model_collection[ticker][model_start_date:model_end_date]
if verbose:
print(model_collection[ticker].head())
print('...')
print(model_collection[ticker].tail())
print()
ma_crossover(model_collection[ticker])
Processing trading model for ticker symbol: AAPL Processing trading model for ticker symbol: ABBV Processing trading model for ticker symbol: ABT Processing trading model for ticker symbol: ADBE Processing trading model for ticker symbol: AKAM Processing trading model for ticker symbol: AMD Processing trading model for ticker symbol: AMT Processing trading model for ticker symbol: AMZN Processing trading model for ticker symbol: ATVI Processing trading model for ticker symbol: BNTX Processing trading model for ticker symbol: BSX Processing trading model for ticker symbol: BYND Processing trading model for ticker symbol: CAG Processing trading model for ticker symbol: CCI Processing trading model for ticker symbol: CHGG Processing trading model for ticker symbol: CHWY Processing trading model for ticker symbol: CL Processing trading model for ticker symbol: CLX Processing trading model for ticker symbol: CMG Processing trading model for ticker symbol: CNC Processing trading model for ticker symbol: COR Processing trading model for ticker symbol: COST Processing trading model for ticker symbol: COUP Processing trading model for ticker symbol: CPB Processing trading model for ticker symbol: CRM Processing trading model for ticker symbol: CRWD Processing trading model for ticker symbol: CTXS Processing trading model for ticker symbol: D Processing trading model for ticker symbol: DDOG Processing trading model for ticker symbol: DG Processing trading model for ticker symbol: DHR Processing trading model for ticker symbol: DOCU Processing trading model for ticker symbol: DPZ Processing trading model for ticker symbol: DXCM Processing trading model for ticker symbol: EA Processing trading model for ticker symbol: EBAY Processing trading model for ticker symbol: EBS Processing trading model for ticker symbol: EQIX Processing trading model for ticker symbol: ETSY Processing trading model for ticker symbol: EVBG Processing trading model for ticker symbol: FSLY Processing trading model for ticker symbol: GILD Processing trading model for ticker symbol: GIS Processing trading model for ticker symbol: GOLD Processing trading model for ticker symbol: GOOG Processing trading model for ticker symbol: HD Processing trading model for ticker symbol: HRL Processing trading model for ticker symbol: JNJ Processing trading model for ticker symbol: KR Processing trading model for ticker symbol: LLY Processing trading model for ticker symbol: LOGI Processing trading model for ticker symbol: LVGO Processing trading model for ticker symbol: MASI Processing trading model for ticker symbol: MDLZ Processing trading model for ticker symbol: MKC Processing trading model for ticker symbol: MKTX Processing trading model for ticker symbol: MRNA Processing trading model for ticker symbol: MRVL Processing trading model for ticker symbol: MSFT Processing trading model for ticker symbol: NEM Processing trading model for ticker symbol: NET Processing trading model for ticker symbol: NFLX Processing trading model for ticker symbol: NVDA Processing trading model for ticker symbol: OKTA Processing trading model for ticker symbol: PANW Processing trading model for ticker symbol: PEP Processing trading model for ticker symbol: PFE Processing trading model for ticker symbol: PG Processing trading model for ticker symbol: PLD Processing trading model for ticker symbol: PRGO Processing trading model for ticker symbol: PTON Processing trading model for ticker symbol: PYPL Processing trading model for ticker symbol: REGN Processing trading model for ticker symbol: RMD Processing trading model for ticker symbol: RNG Processing trading model for ticker symbol: SHOP Processing trading model for ticker symbol: SJM Processing trading model for ticker symbol: SNY Processing trading model for ticker symbol: SPGI Processing trading model for ticker symbol: SPLK Processing trading model for ticker symbol: SPOT Processing trading model for ticker symbol: SQ Processing trading model for ticker symbol: TDOC Processing trading model for ticker symbol: TGT Processing trading model for ticker symbol: TMO Processing trading model for ticker symbol: TTD Processing trading model for ticker symbol: TTWO Processing trading model for ticker symbol: TW Processing trading model for ticker symbol: TWLO Processing trading model for ticker symbol: UNH Processing trading model for ticker symbol: VEEV Processing trading model for ticker symbol: VMW Processing trading model for ticker symbol: VZ Processing trading model for ticker symbol: WING Processing trading model for ticker symbol: WIX Processing trading model for ticker symbol: WMT Processing trading model for ticker symbol: WORK Processing trading model for ticker symbol: ZM Processing trading model for ticker symbol: ZS Processing trading model for ticker symbol: ZTS
In [24]:
for ticker in stock_list:
print('List the signal change and entry/exit points for', ticker)
print(model_collection[ticker][(model_collection[ticker].signal_chg != 0) | (model_collection[ticker].entry_exit != 0)])
print()
List the signal change and entry/exit points for AAPL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 280.02 279.50 269.1995 257.7316 11.4679 1.0 1.0 0.0
2019-12-20 279.44 282.23 270.0710 258.7186 11.3524 1.0 0.0 1.0
2020-03-05 292.92 295.52 307.4485 307.6264 -0.1779 0.0 -1.0 0.0
2020-03-06 289.03 282.00 305.6395 307.7270 -2.0875 0.0 0.0 -1.0
2020-04-30 293.80 289.96 273.9600 271.0604 2.8996 1.0 1.0 0.0
2020-05-01 289.07 286.25 276.1670 270.4358 5.7312 1.0 0.0 1.0
List the signal change and entry/exit points for ABBV
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 88.77 89.68 87.5935 83.4534 4.1401 1.0 1.0 0.0
2019-12-20 89.29 90.40 87.7320 83.7502 3.9818 1.0 0.0 1.0
2020-01-28 83.77 84.99 87.8715 87.9786 -0.1071 0.0 -1.0 0.0
2020-01-29 83.20 83.80 87.6055 87.8900 -0.2845 0.0 0.0 -1.0
2020-02-21 94.96 93.96 89.2485 88.9386 0.3099 1.0 1.0 0.0
2020-02-24 93.14 92.17 89.7285 89.0702 0.6583 1.0 0.0 1.0
2020-03-16 74.27 79.00 88.1070 88.1932 -0.0862 0.0 -1.0 0.0
2020-03-17 73.02 75.71 87.0775 87.8796 -0.8021 0.0 0.0 -1.0
2020-05-01 82.84 81.95 81.0030 80.6106 0.3924 1.0 1.0 0.0
2020-05-04 81.86 82.22 81.4275 80.3486 1.0789 1.0 0.0 1.0
List the signal change and entry/exit points for ABT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 87.35 86.74 85.3185 83.7430 1.5755 1.0 1.0 0.0
2019-12-20 86.66 88.99 85.4675 83.8734 1.5941 1.0 0.0 1.0
2020-02-27 79.19 80.40 87.1775 87.4096 -0.2321 0.0 -1.0 0.0
2020-02-28 77.03 77.12 86.5710 87.2222 -0.6512 0.0 0.0 -1.0
2020-04-21 94.05 96.10 83.5080 82.1262 1.3818 1.0 1.0 0.0
2020-04-22 95.48 94.28 84.7975 82.2698 2.5277 1.0 0.0 1.0
2020-06-12 89.02 89.25 90.7260 90.7720 -0.0460 0.0 -1.0 0.0
2020-06-15 89.55 87.52 90.7090 90.9742 -0.2652 0.0 0.0 -1.0
List the signal change and entry/exit points for ADBE
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 327.63 324.38 309.29100 292.2690 17.02200 1.0 1.0 0.0
2019-12-20 327.61 328.37 310.73150 293.3216 17.40990 1.0 0.0 1.0
2020-03-12 285.00 290.41 350.32050 350.3536 -0.03310 0.0 -1.0 0.0
2020-03-13 335.50 312.88 348.35350 350.4674 -2.11390 0.0 0.0 -1.0
2020-04-30 353.64 348.01 330.85775 328.5449 2.31285 1.0 1.0 0.0
2020-05-01 343.84 347.24 332.85175 327.8425 5.00925 1.0 0.0 1.0
List the signal change and entry/exit points for AKAM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-09 93.19 92.00 86.5950 86.5788 0.0162 1.0 1.0 0.0
2020-01-10 93.53 93.59 87.0790 86.6916 0.3874 1.0 0.0 1.0
2020-03-12 80.05 81.62 92.9755 93.4671 -0.4916 0.0 -1.0 0.0
2020-03-13 85.73 84.38 92.2820 93.4541 -1.1721 0.0 0.0 -1.0
2020-04-15 100.39 100.50 93.2900 93.1304 0.1596 1.0 1.0 0.0
2020-04-16 105.84 100.63 93.7270 93.3428 0.3842 1.0 0.0 1.0
List the signal change and entry/exit points for AMD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 42.83 42.63 40.2205 36.7050 3.5155 1.0 1.0 0.0
2019-12-20 44.15 43.44 40.4520 37.0204 3.4316 1.0 0.0 1.0
2020-03-12 39.01 42.00 49.2115 49.3905 -0.1790 0.0 -1.0 0.0
2020-03-13 43.90 42.20 48.6800 49.3513 -0.6713 0.0 0.0 -1.0
2020-04-20 56.97 55.98 48.7140 48.2246 0.4894 1.0 1.0 0.0
2020-04-21 52.92 56.90 49.2780 48.2884 0.9896 1.0 0.0 1.0
2020-06-19 54.23 54.41 53.8680 53.9902 -0.1222 0.0 -1.0 0.0
2020-06-22 54.76 54.67 53.8475 54.1178 -0.2703 0.0 0.0 -1.0
List the signal change and entry/exit points for AMT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-26 227.87 226.69 216.2285 215.6750 0.5535 1.0 1.0 0.0
2019-12-27 229.08 228.52 216.9370 215.8172 1.1198 1.0 0.0 1.0
2020-03-18 217.14 210.00 236.4695 237.6282 -1.1587 0.0 -1.0 0.0
2020-03-19 209.00 217.57 234.5425 237.3346 -2.7921 0.0 0.0 -1.0
2020-04-22 252.98 246.23 235.6220 234.8042 0.8178 1.0 1.0 0.0
2020-04-23 248.60 252.19 238.0890 234.6908 3.3982 1.0 0.0 1.0
List the signal change and entry/exit points for AMZN
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 1792.28 1780.50 1768.4870 1768.3124 0.1746 1.0 1.0 0.0
2019-12-20 1786.50 1799.62 1771.0765 1769.6372 1.4393 1.0 0.0 1.0
2020-03-16 1689.15 1641.51 1931.6285 1945.1250 -13.4965 0.0 -1.0 0.0
2020-03-17 1807.84 1775.47 1914.2370 1943.7824 -29.5454 0.0 0.0 -1.0
2020-04-15 2307.68 2257.68 1982.1495 1980.6380 1.5115 1.0 1.0 0.0
2020-04-16 2408.19 2346.00 2011.0590 1987.8084 23.2506 1.0 0.0 1.0
List the signal change and entry/exit points for ATVI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 59.13 58.71 55.79400 55.0397 0.75430 1.0 1.0 0.0
2019-12-20 59.22 59.40 56.07050 55.1503 0.92020 1.0 0.0 1.0
2020-03-16 52.76 53.11 60.01325 60.1392 -0.12595 0.0 -1.0 0.0
2020-03-17 56.16 53.66 59.63425 60.0890 -0.45475 0.0 0.0 -1.0
2020-04-20 66.50 66.62 60.54150 60.0457 0.49580 1.0 1.0 0.0
2020-04-21 65.72 65.92 61.00400 60.1295 0.87450 1.0 0.0 1.0
List the signal change and entry/exit points for BNTX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 29.34 33.87 26.2345 20.7948 5.4397 1.0 1.0 0.0
2019-12-20 34.97 31.81 26.9990 21.2094 5.7896 1.0 0.0 1.0
2020-02-11 30.71 31.48 32.9515 32.9762 -0.0247 0.0 -1.0 0.0
2020-02-12 29.56 30.00 32.7030 33.1278 -0.4248 0.0 0.0 -1.0
2020-03-17 66.60 65.00 35.9460 35.0848 0.8612 1.0 1.0 0.0
2020-03-18 92.00 90.39 38.9335 36.0332 2.9003 1.0 0.0 1.0
2020-05-05 50.00 48.41 45.3605 45.8842 -0.5237 0.0 -1.0 0.0
2020-05-06 47.78 50.14 45.4695 46.1710 -0.7015 0.0 0.0 -1.0
2020-05-15 49.49 48.51 48.1010 47.9788 0.1222 1.0 1.0 0.0
2020-05-18 60.17 54.74 48.9410 48.4204 0.5206 1.0 0.0 1.0
2020-05-21 51.90 54.10 49.4295 49.5388 -0.1093 0.0 -1.0 0.0
2020-05-22 51.03 52.15 49.5935 49.9884 -0.3949 0.0 0.0 -1.0
2020-05-29 49.53 48.19 49.7390 49.2952 0.4438 1.0 1.0 0.0
2020-06-01 52.30 50.00 50.0985 49.1552 0.9433 1.0 0.0 1.0
List the signal change and entry/exit points for BSX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 44.83 44.18 43.6425 41.6980 1.9445 1.0 1.0 0.0
2019-12-20 45.37 45.26 43.7930 41.8458 1.9472 1.0 0.0 1.0
2020-02-03 42.23 42.17 43.9205 44.0154 -0.0949 0.0 -1.0 0.0
2020-02-04 42.88 42.83 43.7970 44.0208 -0.2238 0.0 0.0 -1.0
2020-04-28 35.93 37.42 34.8625 34.7148 0.1477 1.0 1.0 0.0
2020-04-29 37.43 36.80 35.1025 34.6202 0.4823 1.0 0.0 1.0
2020-06-26 33.28 33.77 36.5215 36.5346 -0.0131 0.0 -1.0 0.0
2020-06-29 34.65 33.56 36.3790 36.4618 -0.0828 0.0 0.0 -1.0
List the signal change and entry/exit points for BYND
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-13 114.34 99.71 80.2690 79.1913 1.0777 1.0 1.0 0.0
2020-01-14 117.05 124.73 82.3705 79.8433 2.5272 1.0 0.0 1.0
2020-03-12 74.00 72.50 103.3765 105.2430 -1.8665 0.0 -1.0 0.0
2020-03-13 73.06 76.01 101.4290 105.1922 -3.7632 0.0 0.0 -1.0
2020-05-01 91.53 94.40 83.3525 81.8386 1.5139 1.0 1.0 0.0
2020-05-04 95.16 89.00 85.1150 81.3928 3.7222 1.0 0.0 1.0
List the signal change and entry/exit points for CAG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 33.66 31.16 29.0900 28.3086 0.7814 1.0 1.0 0.0
2019-12-20 35.07 33.67 29.4325 28.4430 0.9895 1.0 0.0 1.0
2020-02-24 29.23 29.20 31.9455 32.0924 -0.1469 0.0 -1.0 0.0
2020-02-25 28.38 29.31 31.7380 32.0874 -0.3494 0.0 0.0 -1.0
2020-04-15 32.87 33.15 29.2960 29.2920 0.0040 1.0 1.0 0.0
2020-04-16 33.47 33.19 29.6065 29.3230 0.2835 1.0 0.0 1.0
2020-06-26 32.64 33.79 33.6455 33.6674 -0.0219 0.0 -1.0 0.0
2020-06-29 33.70 32.97 33.5945 33.6698 -0.0753 0.0 0.0 -1.0
List the signal change and entry/exit points for CCI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-30 141.40 140.69 136.4865 136.1674 0.3191 1.0 1.0 0.0
2019-12-31 142.15 141.45 137.0465 136.1292 0.9173 1.0 0.0 1.0
2020-03-20 128.06 129.31 151.2820 152.0238 -0.7418 0.0 -1.0 0.0
2020-03-23 116.98 126.80 148.8130 151.5584 -2.7454 0.0 0.0 -1.0
2020-04-23 160.55 162.74 153.9070 152.6478 1.2592 1.0 1.0 0.0
2020-04-24 161.61 161.61 154.8640 152.6158 2.2482 1.0 0.0 1.0
List the signal change and entry/exit points for CHGG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 38.68 38.77 38.0415 35.2212 2.8203 1.0 1.0 0.0
2019-12-20 38.35 38.88 38.1555 35.3584 2.7971 1.0 0.0 1.0
2020-03-03 39.26 40.60 40.5035 40.5140 -0.0105 0.0 -1.0 0.0
2020-03-04 39.79 39.86 40.3615 40.5362 -0.1747 0.0 0.0 -1.0
2020-04-27 41.85 40.14 36.8660 36.8334 0.0326 1.0 1.0 0.0
2020-04-28 41.15 42.70 37.0985 36.8548 0.2437 1.0 0.0 1.0
List the signal change and entry/exit points for CHWY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 28.56 28.22 25.4075 25.1922 0.2153 1.0 1.0 0.0
2019-12-20 29.08 28.53 25.7275 25.2660 0.4615 1.0 0.0 1.0
2020-02-18 28.92 28.54 28.2840 28.3654 -0.0814 0.0 -1.0 0.0
2020-02-19 29.30 28.90 28.2420 28.4648 -0.2228 0.0 0.0 -1.0
2020-03-05 28.52 27.38 28.9385 28.9376 0.0009 1.0 1.0 0.0
2020-03-06 28.02 27.69 28.9540 28.9292 0.0248 1.0 0.0 1.0
2020-03-11 25.46 26.72 28.7640 28.7892 -0.0252 0.0 -1.0 0.0
2020-03-12 22.77 23.09 28.4975 28.6748 -0.1773 0.0 0.0 -1.0
2020-03-26 33.81 30.89 28.8735 28.8474 0.0261 1.0 1.0 0.0
2020-03-27 36.16 33.49 29.2015 28.9606 0.2409 1.0 0.0 1.0
List the signal change and entry/exit points for CL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 68.34 67.27 67.7985 67.6778 0.1207 1.0 1.0 0.0
2019-12-20 68.85 69.10 67.9035 67.6394 0.2641 1.0 0.0 1.0
2020-03-16 62.34 62.16 71.6185 71.8872 -0.2687 0.0 -1.0 0.0
2020-03-17 70.20 64.19 71.3250 71.9308 -0.6058 0.0 0.0 -1.0
2020-04-27 71.03 71.92 70.1550 69.7880 0.3670 1.0 1.0 0.0
2020-04-28 71.11 71.94 70.3815 69.6764 0.7051 1.0 0.0 1.0
List the signal change and entry/exit points for CLX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 151.48 149.80 149.7985 148.8898 0.9087 1.0 1.0 0.0
2019-12-20 152.66 152.57 150.1805 148.9280 1.2525 1.0 0.0 1.0
List the signal change and entry/exit points for CMG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 833.92 825.00 813.4525 795.5840 17.8685 1.0 1.0 0.0
2019-12-20 834.53 838.00 816.5060 795.7196 20.7864 1.0 0.0 1.0
2020-03-04 769.76 764.43 859.6475 860.1598 -0.5123 0.0 -1.0 0.0
2020-03-05 727.55 750.01 853.3245 858.0202 -4.6957 0.0 0.0 -1.0
2020-04-24 882.47 873.43 740.7020 733.3240 7.3780 1.0 1.0 0.0
2020-04-27 883.07 891.00 753.1040 732.7264 20.3776 1.0 0.0 1.0
List the signal change and entry/exit points for CNC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 61.87 63.07 59.8655 54.5676 5.2979 1.0 1.0 0.0
2019-12-20 61.93 61.24 59.9775 54.9244 5.0531 1.0 0.0 1.0
2020-02-27 52.62 53.27 62.8200 63.2444 -0.4244 0.0 -1.0 0.0
2020-02-28 53.02 50.66 62.2950 63.1044 -0.8094 0.0 0.0 -1.0
2020-04-20 68.42 70.36 60.4570 59.7740 0.6830 1.0 1.0 0.0
2020-04-21 66.24 67.09 61.4915 59.8356 1.6559 1.0 0.0 1.0
2020-06-11 60.26 63.84 65.6340 65.6806 -0.0466 0.0 -1.0 0.0
2020-06-12 61.94 64.24 65.4390 65.7970 -0.3580 0.0 0.0 -1.0
List the signal change and entry/exit points for COR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-22 117.81 118.00 113.2110 113.0742 0.1368 1.0 1.0 0.0
2020-01-23 117.09 117.75 113.4905 113.1434 0.3471 1.0 0.0 1.0
2020-02-28 103.73 102.07 113.3585 113.8056 -0.4471 0.0 -1.0 0.0
2020-03-02 109.52 104.30 112.9620 113.7614 -0.7994 0.0 0.0 -1.0
2020-04-16 118.50 116.98 111.0965 110.4892 0.6073 1.0 1.0 0.0
2020-04-17 119.25 120.57 111.7555 110.5114 1.2441 1.0 0.0 1.0
2020-06-25 120.19 119.09 120.7990 121.1454 -0.3464 0.0 -1.0 0.0
2020-06-26 118.64 120.19 120.4900 121.1482 -0.6582 0.0 0.0 -1.0
List the signal change and entry/exit points for COST
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-23 312.88 312.020 298.8520 298.2633 0.5887 1.0 1.0 0.0
2020-01-24 310.51 314.020 299.6660 298.4567 1.2093 1.0 0.0 1.0
2020-03-17 306.99 289.000 305.4155 306.4524 -1.0369 0.0 -1.0 0.0
2020-03-18 307.50 298.000 304.6395 306.7662 -2.1267 0.0 0.0 -1.0
2020-04-27 308.78 313.050 303.4480 302.9746 0.4734 1.0 1.0 0.0
2020-04-28 304.95 310.825 304.1395 302.7074 1.4321 1.0 0.0 1.0
2020-06-12 298.70 302.670 305.4580 305.6268 -0.1688 0.0 -1.0 0.0
2020-06-15 297.18 297.050 305.3565 305.7408 -0.3843 0.0 0.0 -1.0
List the signal change and entry/exit points for COUP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 146.48 143.15 147.8395 141.8716 5.9679 1.0 1.0 0.0
2019-12-20 149.28 147.14 147.8490 141.7844 6.0646 1.0 0.0 1.0
2020-03-04 153.38 154.16 160.7725 161.5528 -0.7803 0.0 -1.0 0.0
2020-03-05 151.92 149.08 160.4365 161.6056 -1.1691 0.0 0.0 -1.0
2020-04-23 159.87 154.70 147.1055 146.7538 0.3517 1.0 1.0 0.0
2020-04-24 163.27 161.62 148.1330 146.7120 1.4210 1.0 0.0 1.0
List the signal change and entry/exit points for CPB
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 48.22 48.49 47.6055 47.2450 0.3605 1.0 1.0 0.0
2019-12-20 49.17 48.41 47.7220 47.2820 0.4400 1.0 0.0 1.0
2020-02-26 46.64 48.13 48.3085 48.3770 -0.0685 0.0 -1.0 0.0
2020-02-27 45.70 46.36 48.1765 48.3338 -0.1573 0.0 0.0 -1.0
2020-03-06 51.76 51.83 48.4990 48.4962 0.0028 1.0 1.0 0.0
2020-03-09 50.20 49.69 48.5650 48.5156 0.0494 1.0 0.0 1.0
2020-03-26 43.59 41.66 48.2650 48.2718 -0.0068 0.0 -1.0 0.0
2020-03-27 44.19 42.99 48.2185 48.2000 0.0185 1.0 1.0 -1.0
2020-03-30 46.53 44.95 48.1460 48.1688 -0.0228 0.0 -1.0 1.0
2020-03-31 46.16 46.52 48.0600 48.1316 -0.0716 0.0 0.0 -1.0
2020-04-23 50.54 50.31 48.2645 48.2422 0.0223 1.0 1.0 0.0
2020-04-24 50.75 50.82 48.6225 48.2936 0.3289 1.0 0.0 1.0
2020-06-11 47.97 48.39 49.6555 49.8410 -0.1855 0.0 -1.0 0.0
2020-06-12 47.07 48.16 49.3605 49.8628 -0.5023 0.0 0.0 -1.0
List the signal change and entry/exit points for CRM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 163.33 161.59 160.3980 157.1562 3.2418 1.0 1.0 0.0
2019-12-20 164.55 164.73 160.4815 157.5190 2.9625 1.0 0.0 1.0
2020-03-10 161.34 157.23 179.0330 179.4130 -0.3800 0.0 -1.0 0.0
2020-03-11 154.57 157.68 177.3060 179.2048 -1.8988 0.0 0.0 -1.0
2020-05-04 161.47 155.58 155.4640 154.3628 1.1012 1.0 1.0 0.0
2020-05-05 163.25 162.53 156.2490 153.9090 2.3400 1.0 0.0 1.0
List the signal change and entry/exit points for CRWD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 49.47 50.45 52.1660 51.5567 0.6093 1.0 1.0 0.0
2019-12-20 49.49 49.91 51.9520 51.3183 0.6337 1.0 0.0 1.0
2019-12-27 48.92 50.30 50.5840 50.7687 -0.1847 0.0 -1.0 0.0
2019-12-30 50.03 50.00 50.1855 50.7605 -0.5750 0.0 0.0 -1.0
2020-01-15 60.25 59.23 52.4625 52.1828 0.2797 1.0 1.0 0.0
2020-01-16 62.24 61.50 53.1550 52.4346 0.7204 1.0 0.0 1.0
2020-03-11 42.85 45.96 57.9615 58.5578 -0.5963 0.0 -1.0 0.0
2020-03-12 37.82 38.60 56.5985 58.3136 -1.7151 0.0 0.0 -1.0
2020-04-16 63.45 62.00 56.8650 55.9627 0.9023 1.0 1.0 0.0
2020-04-17 64.74 64.46 58.0150 56.0212 1.9938 1.0 0.0 1.0
List the signal change and entry/exit points for CTXS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 111.82 111.42 111.6420 108.7912 2.8508 1.0 1.0 0.0
2019-12-20 111.06 112.25 111.5330 109.0732 2.4598 1.0 0.0 1.0
2020-03-04 110.13 107.86 115.8520 116.4282 -0.5762 0.0 -1.0 0.0
2020-03-05 116.46 107.51 115.5375 116.5362 -0.9987 0.0 0.0 -1.0
2020-03-30 145.91 141.30 121.1260 119.9890 1.1370 1.0 1.0 0.0
2020-03-31 141.55 144.08 122.8835 120.4756 2.4079 1.0 0.0 1.0
2020-06-04 139.93 137.97 143.3785 143.6992 -0.3207 0.0 -1.0 0.0
2020-06-05 139.15 137.62 142.8020 143.9490 -1.1470 0.0 0.0 -1.0
List the signal change and entry/exit points for D
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 81.80 81.55 81.8225 81.8008 0.0217 1.0 1.0 0.0
2019-12-20 82.32 82.29 81.7875 81.8116 -0.0241 0.0 -1.0 1.0
2019-12-23 81.43 82.30 81.6970 81.8022 -0.1052 0.0 0.0 -1.0
2020-01-13 82.05 82.08 81.8425 81.7894 0.0531 1.0 1.0 0.0
2020-01-14 81.95 81.98 81.8960 81.7774 0.1186 1.0 0.0 1.0
2020-03-16 68.65 71.28 83.5740 83.8802 -0.3062 0.0 -1.0 0.0
2020-03-17 80.48 70.26 83.1490 83.8546 -0.7056 0.0 0.0 -1.0
2020-05-01 75.61 76.29 77.8160 77.7888 0.0272 1.0 1.0 0.0
2020-05-04 75.80 75.57 78.1285 77.5172 0.6113 1.0 0.0 1.0
List the signal change and entry/exit points for DDOG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 38.10 37.51 38.27200 35.9962 2.27580 1.0 1.0 0.0
2019-12-20 38.51 37.71 38.19600 36.0544 2.14160 1.0 0.0 1.0
2020-03-16 28.96 32.00 42.18025 42.9096 -0.72935 0.0 -1.0 0.0
2020-03-17 34.12 29.53 41.53225 42.8436 -1.31135 0.0 0.0 -1.0
2020-04-29 44.65 43.85 39.03650 39.0119 0.02460 1.0 1.0 0.0
2020-04-30 45.12 44.93 39.54850 38.9683 0.58020 1.0 0.0 1.0
List the signal change and entry/exit points for DG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-02-06 155.47 157.76 155.7215 155.5490 0.1725 1.0 1.0 0.0
2020-02-07 154.97 155.30 155.8410 155.4500 0.3910 1.0 0.0 1.0
2020-03-19 143.00 149.17 155.4610 156.1896 -0.7286 0.0 -1.0 0.0
2020-03-20 140.13 142.39 154.1235 155.9612 -1.8377 0.0 0.0 -1.0
2020-04-16 180.13 178.17 157.2350 157.1586 0.0764 1.0 1.0 0.0
2020-04-17 182.11 180.25 159.1905 157.6556 1.5349 1.0 0.0 1.0
List the signal change and entry/exit points for DHR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 150.44 150.93 147.6805 141.5832 6.0973 1.0 1.0 0.0
2019-12-20 152.85 151.06 148.1640 141.8650 6.2990 1.0 0.0 1.0
2020-03-04 155.98 150.58 158.2640 158.6242 -0.3602 0.0 -1.0 0.0
2020-03-05 149.47 152.98 157.5930 158.5566 -0.9636 0.0 0.0 -1.0
2020-04-23 160.65 161.35 146.0380 145.5876 0.4504 1.0 1.0 0.0
2020-04-24 165.07 161.59 147.3585 145.6124 1.7461 1.0 0.0 1.0
List the signal change and entry/exit points for DOCU
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 73.38 73.41 72.2005 68.7286 3.4719 1.0 1.0 0.0
2019-12-20 74.18 74.21 72.4125 68.8694 3.5431 1.0 0.0 1.0
2020-03-24 85.00 88.00 80.5715 80.5748 -0.0033 0.0 -1.0 0.0
2020-03-25 81.37 85.00 80.4610 80.7192 -0.2582 0.0 0.0 -1.0
2020-04-14 98.43 95.69 85.2210 84.3528 0.8682 1.0 1.0 0.0
2020-04-15 100.53 97.93 86.7005 84.7508 1.9497 1.0 0.0 1.0
List the signal change and entry/exit points for DPZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 292.00 285.92 289.8095 277.6082 12.2013 1.0 1.0 0.0
2019-12-20 292.00 293.07 290.2070 278.3528 11.8542 1.0 0.0 1.0
2020-01-28 284.18 283.07 288.6090 288.8298 -0.2208 0.0 -1.0 0.0
2020-01-29 285.47 285.10 288.2200 288.9660 -0.7460 0.0 0.0 -1.0
2020-02-21 371.96 366.01 291.3065 290.6252 0.6813 1.0 1.0 0.0
2020-02-24 363.01 355.51 295.2020 292.1806 3.0214 1.0 0.0 1.0
List the signal change and entry/exit points for DXCM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 216.33 219.08 219.95600 190.9642 28.99180 1.0 1.0 0.0
2019-12-20 213.42 217.19 219.68650 192.1434 27.54310 1.0 0.0 1.0
2020-03-24 236.21 216.77 249.79850 250.5336 -0.73510 0.0 -1.0 0.0
2020-03-25 239.33 239.67 247.85250 250.6034 -2.75090 0.0 0.0 -1.0
2020-04-17 323.40 310.87 263.31575 262.4381 0.87765 1.0 1.0 0.0
2020-04-20 323.27 322.87 269.00425 264.1235 4.88075 1.0 0.0 1.0
List the signal change and entry/exit points for EA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 107.34 107.00 102.46625 98.7485 3.71775 1.0 1.0 0.0
2019-12-20 107.95 108.02 102.91325 99.0569 3.85635 1.0 0.0 1.0
2020-02-26 106.54 106.36 108.60900 108.8882 -0.27920 0.0 -1.0 0.0
2020-02-27 102.74 104.35 108.13550 108.8520 -0.71650 0.0 0.0 -1.0
2020-04-20 115.41 114.84 104.17100 103.7700 0.40100 1.0 1.0 0.0
2020-04-21 113.27 114.68 105.06100 103.8536 1.20740 1.0 0.0 1.0
List the signal change and entry/exit points for EBAY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-02 36.30 36.410 35.58650 35.5810 0.00550 1.0 1.0 0.0
2020-01-03 35.96 35.920 35.63600 35.5214 0.11460 1.0 0.0 1.0
2020-01-31 33.56 34.860 35.38225 35.4395 -0.05725 0.0 -1.0 0.0
2020-02-03 34.39 33.750 35.30375 35.4261 -0.12235 0.0 0.0 -1.0
2020-02-06 38.00 37.730 35.58075 35.5784 0.00235 1.0 1.0 0.0
2020-02-07 36.20 35.830 35.63175 35.5854 0.04635 1.0 0.0 1.0
2020-03-17 33.28 32.760 35.86100 35.8967 -0.03570 0.0 -1.0 0.0
2020-03-18 31.30 31.620 35.54950 35.8071 -0.25760 0.0 0.0 -1.0
2020-04-27 39.63 40.035 34.50125 34.2891 0.21215 1.0 1.0 0.0
2020-04-28 39.08 39.590 34.89575 34.3079 0.58785 1.0 0.0 1.0
List the signal change and entry/exit points for EBS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-15 54.96 54.94 54.5070 54.3822 0.1248 1.0 1.0 0.0
2020-01-16 56.04 55.00 54.6750 54.3718 0.3032 1.0 0.0 1.0
2020-03-19 53.10 55.29 58.3725 58.5034 -0.1309 0.0 -1.0 0.0
2020-03-20 49.34 53.86 57.5425 58.3890 -0.8465 0.0 0.0 -1.0
2020-04-21 66.96 68.90 60.0820 59.5012 0.5808 1.0 1.0 0.0
2020-04-22 66.60 67.89 60.6160 59.5964 1.0196 1.0 0.0 1.0
2020-06-23 74.35 73.69 76.6550 76.7914 -0.1364 0.0 -1.0 0.0
2020-06-24 73.15 74.90 76.1060 76.9846 -0.8786 0.0 0.0 -1.0
List the signal change and entry/exit points for EQIX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 575.92 566.52 559.0880 558.0554 1.0326 1.0 1.0 0.0
2019-12-20 577.71 581.85 559.9650 558.1656 1.7994 1.0 0.0 1.0
2020-03-19 550.00 571.89 602.2160 604.2955 -2.0795 0.0 -1.0 0.0
2020-03-20 506.52 549.75 594.7425 602.7499 -8.0074 0.0 0.0 -1.0
2020-04-16 682.74 659.03 613.7225 612.9719 0.7506 1.0 1.0 0.0
2020-04-17 694.95 681.85 620.9700 614.8457 6.1243 1.0 0.0 1.0
List the signal change and entry/exit points for ETSY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-08 45.005 45.84 43.8310 43.6802 0.1508 1.0 1.0 0.0
2020-01-09 46.430 45.30 44.1270 43.4624 0.6646 1.0 0.0 1.0
2020-03-23 33.030 31.60 50.0375 50.3856 -0.3481 0.0 -1.0 0.0
2020-03-24 38.130 35.26 49.4495 50.2256 -0.7761 0.0 0.0 -1.0
2020-04-23 62.850 63.34 50.3755 50.2396 0.1359 1.0 1.0 0.0
2020-04-24 66.190 64.05 51.5910 50.5184 1.0726 1.0 0.0 1.0
List the signal change and entry/exit points for EVBG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 79.310 79.00 83.33450 78.3172 5.01730 1.0 1.0 0.0
2019-12-20 80.700 79.51 83.12800 78.5836 4.54440 1.0 0.0 1.0
2020-01-07 82.990 82.37 80.32500 80.4674 -0.14240 0.0 -1.0 0.0
2020-01-08 82.950 82.91 80.25350 80.7090 -0.45550 0.0 0.0 -1.0
2020-01-22 88.710 88.46 83.22400 83.2074 0.01660 1.0 1.0 0.0
2020-01-23 87.125 88.75 83.58825 83.3889 0.19935 1.0 0.0 1.0
2020-06-29 135.190 142.88 134.76000 135.4970 -0.73700 0.0 -1.0 0.0
2020-06-30 138.360 136.41 134.27900 135.7700 -1.49100 0.0 0.0 -1.0
List the signal change and entry/exit points for FSLY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-15 22.76 22.16 20.5990 20.5376 0.0614 1.0 1.0 0.0
2020-01-16 24.08 22.60 20.8560 20.5984 0.2576 1.0 0.0 1.0
2020-03-02 20.49 20.04 21.8715 21.8786 -0.0071 0.0 -1.0 0.0
2020-03-03 20.25 21.10 21.7625 21.9086 -0.1461 0.0 0.0 -1.0
2020-04-17 23.19 23.64 19.7955 19.6570 0.1385 1.0 1.0 0.0
2020-04-20 23.98 23.19 20.1090 19.7024 0.4066 1.0 0.0 1.0
List the signal change and entry/exit points for GILD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 65.29 65.91 66.5140 65.3838 1.1302 1.0 1.0 0.0
2019-12-20 66.85 65.59 66.5700 65.4556 1.1144 1.0 0.0 1.0
2020-01-14 64.20 64.41 65.6055 65.6890 -0.0835 0.0 -1.0 0.0
2020-01-15 64.10 64.07 65.5045 65.6778 -0.1733 0.0 0.0 -1.0
2020-02-18 67.01 67.56 65.7325 65.7048 0.0277 1.0 1.0 0.0
2020-02-19 67.35 67.20 65.9685 65.7332 0.2353 1.0 0.0 1.0
2020-05-29 77.83 75.77 76.5135 76.7346 -0.2211 0.0 -1.0 0.0
2020-06-01 75.16 75.47 76.2740 76.6668 -0.3928 0.0 0.0 -1.0
List the signal change and entry/exit points for GIS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 53.20 53.48 52.8830 52.4662 0.4168 1.0 1.0 0.0
2019-12-20 53.28 53.75 52.9300 52.4396 0.4904 1.0 0.0 1.0
2020-01-09 52.38 52.26 52.5455 52.5462 -0.0007 0.0 -1.0 0.0
2020-01-10 52.25 52.49 52.5790 52.5820 -0.0030 0.0 0.0 -1.0
2020-01-13 53.06 52.37 52.6490 52.6290 0.0200 1.0 1.0 0.0
2020-01-14 53.00 53.10 52.7190 52.6718 0.0472 1.0 0.0 1.0
2020-02-26 52.14 52.76 52.9130 52.9536 -0.0406 0.0 -1.0 0.0
2020-02-27 50.14 51.81 52.7685 52.9244 -0.1559 0.0 0.0 -1.0
2020-03-11 52.87 52.86 52.9495 52.9420 0.0075 1.0 1.0 0.0
2020-03-12 50.00 49.20 52.8030 52.8872 -0.0842 0.0 -1.0 1.0
2020-03-13 53.48 52.95 52.8275 52.8856 -0.0581 0.0 0.0 -1.0
2020-03-17 59.67 53.96 53.1375 53.0652 0.0723 1.0 1.0 0.0
2020-03-18 57.75 57.65 53.3630 53.1684 0.1946 1.0 0.0 1.0
2020-03-23 47.28 52.34 52.9910 53.1032 -0.1122 0.0 -1.0 0.0
2020-03-24 48.23 49.03 52.7760 53.0228 -0.2468 0.0 0.0 -1.0
2020-03-31 52.77 53.99 52.8760 52.8096 0.0664 1.0 1.0 0.0
2020-04-01 53.12 51.74 52.8235 52.7852 0.0383 1.0 0.0 1.0
List the signal change and entry/exit points for GOLD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 17.71 17.93 17.1185 16.9598 0.1587 1.0 1.0 0.0
2019-12-20 17.45 17.65 17.1590 16.9506 0.2084 1.0 0.0 1.0
2020-03-23 16.93 16.40 18.7265 18.7534 -0.0269 0.0 -1.0 0.0
2020-03-24 19.50 18.78 18.6390 18.7864 -0.1474 0.0 0.0 -1.0
2020-04-14 24.43 24.30 19.4385 19.4286 0.0099 1.0 1.0 0.0
2020-04-15 24.47 23.74 19.7765 19.5524 0.2241 1.0 0.0 1.0
2020-06-12 24.07 24.65 24.9895 25.0286 -0.0391 0.0 -1.0 0.0
2020-06-15 24.74 23.50 24.8245 25.1264 -0.3019 0.0 0.0 -1.0
List the signal change and entry/exit points for GOOG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 1356.04 1351.82 1328.2830 1295.8210 32.4620 1.0 1.0 0.0
2019-12-20 1349.59 1363.35 1330.6950 1298.6394 32.0556 1.0 0.0 1.0
2020-03-09 1215.56 1205.30 1421.5715 1426.4662 -4.8947 0.0 -1.0 0.0
2020-03-10 1280.39 1260.00 1410.1570 1424.8660 -14.7090 0.0 0.0 -1.0
2020-04-30 1348.66 1324.88 1240.5665 1238.5104 2.0561 1.0 1.0 0.0
2020-05-01 1320.61 1328.50 1250.5550 1234.5596 15.9954 1.0 0.0 1.0
List the signal change and entry/exit points for HD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-21 232.95 231.53 222.5120 222.1890 0.3230 1.0 1.0 0.0
2020-01-22 232.90 233.79 223.0975 222.1882 0.9093 1.0 0.0 1.0
2020-03-13 205.67 200.45 229.3745 230.1136 -0.7391 0.0 -1.0 0.0
2020-03-16 164.96 181.97 225.3710 229.0196 -3.6486 0.0 0.0 -1.0
2020-05-01 218.57 216.77 204.6655 203.3212 1.3443 1.0 1.0 0.0
2020-05-04 221.84 216.68 206.8225 202.8512 3.9713 1.0 0.0 1.0
List the signal change and entry/exit points for HRL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 44.70 44.62 44.7030 42.7164 1.9866 1.0 1.0 0.0
2019-12-20 44.96 45.04 44.8150 42.7822 2.0328 1.0 0.0 1.0
2020-03-04 45.05 43.84 45.8280 45.8462 -0.0182 0.0 -1.0 0.0
2020-03-05 43.80 44.26 45.6485 45.8230 -0.1745 0.0 0.0 -1.0
2020-04-09 47.54 46.76 46.0090 45.6826 0.3264 1.0 1.0 0.0
2020-04-13 47.10 47.62 46.2440 45.6670 0.5770 1.0 0.0 1.0
2020-05-27 46.93 45.67 47.1720 47.1810 -0.0090 0.0 -1.0 0.0
2020-05-28 47.88 47.40 47.1860 47.1680 0.0180 1.0 1.0 -1.0
2020-05-29 48.83 48.00 47.2850 47.1792 0.1058 1.0 0.0 1.0
2020-06-11 46.84 47.59 47.6775 47.7300 -0.0525 0.0 -1.0 0.0
2020-06-12 46.67 47.17 47.6320 47.7364 -0.1044 0.0 0.0 -1.0
2020-06-19 48.55 48.78 47.7390 47.7326 0.0064 1.0 1.0 0.0
2020-06-22 48.39 48.48 47.8120 47.7496 0.0624 1.0 0.0 1.0
List the signal change and entry/exit points for JNJ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 145.35 143.89 139.8010 134.76988 5.03112 1.0 1.0 0.0
2019-12-20 146.06 146.88 140.2820 135.10988 5.17212 1.0 0.0 1.0
2020-03-04 143.48 137.68 146.8940 147.09120 -0.19720 0.0 -1.0 0.0
2020-03-05 142.01 140.80 146.2950 147.01020 -0.71520 0.0 0.0 -1.0
2020-04-22 152.99 152.81 139.0310 138.73580 0.29520 1.0 1.0 0.0
2020-04-23 155.51 154.25 140.8365 138.80620 2.03030 1.0 0.0 1.0
2020-06-12 142.15 142.84 146.7790 147.03800 -0.25900 0.0 -1.0 0.0
2020-06-15 141.25 141.00 146.3195 147.20000 -0.88050 0.0 0.0 -1.0
List the signal change and entry/exit points for KR
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 28.76 28.40 27.6770 26.3980 1.2790 1.0 1.0 0.0
2019-12-20 29.00 28.98 27.7920 26.5012 1.2908 1.0 0.0 1.0
2020-02-05 28.08 27.48 28.0690 28.1132 -0.0442 0.0 -1.0 0.0
2020-02-06 28.05 28.23 28.0505 28.1332 -0.0827 0.0 0.0 -1.0
2020-02-27 28.36 28.55 28.5695 28.5490 0.0205 1.0 1.0 0.0
2020-02-28 28.13 28.00 28.5985 28.5454 0.0531 1.0 0.0 1.0
List the signal change and entry/exit points for LLY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 130.85 129.08 120.3070 114.8540 5.4530 1.0 1.0 0.0
2019-12-20 132.43 132.49 121.1910 115.3642 5.8268 1.0 0.0 1.0
2020-03-09 135.72 134.02 138.2670 138.3374 -0.0704 0.0 -1.0 0.0
2020-03-10 141.19 139.23 138.0510 138.5384 -0.4874 0.0 0.0 -1.0
2020-04-17 157.29 155.42 139.2165 138.7748 0.4417 1.0 1.0 0.0
2020-04-20 157.79 156.63 140.9860 138.9846 2.0014 1.0 0.0 1.0
2020-06-11 144.08 151.85 151.9140 152.2258 -0.3118 0.0 -1.0 0.0
2020-06-12 143.54 145.54 151.1720 152.3682 -1.1962 0.0 0.0 -1.0
2020-06-30 164.18 163.11 155.2515 155.2046 0.0469 1.0 1.0 0.0
2020-07-01 163.34 164.32 155.7920 155.4180 0.3740 1.0 0.0 1.0
List the signal change and entry/exit points for LOGI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 46.03 46.15 43.9480 42.4174 1.5306 1.0 1.0 0.0
2019-12-20 46.34 46.33 44.1255 42.5352 1.5903 1.0 0.0 1.0
2020-02-18 43.09 42.50 45.9565 46.1154 -0.1589 0.0 -1.0 0.0
2020-02-19 43.04 42.95 45.7190 46.1090 -0.3900 0.0 0.0 -1.0
2020-04-13 44.35 44.73 41.8735 41.7668 0.1067 1.0 1.0 0.0
2020-04-14 45.88 45.63 42.4730 41.7918 0.6812 1.0 0.0 1.0
List the signal change and entry/exit points for LVGO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 26.59 26.08 27.36900 24.5318 2.83720 1.0 1.0 0.0
2019-12-20 26.26 26.77 27.26900 24.6798 2.58920 1.0 0.0 1.0
2020-01-09 26.30 26.30 25.83050 25.8726 -0.04210 0.0 -1.0 0.0
2020-01-10 27.00 26.65 25.80350 25.9758 -0.17230 0.0 0.0 -1.0
2020-01-27 25.72 26.30 27.06925 27.0443 0.02495 1.0 1.0 0.0
2020-01-28 25.87 26.00 27.15075 27.0275 0.12325 1.0 0.0 1.0
2020-02-13 27.09 27.00 26.34900 26.4562 -0.10720 0.0 -1.0 0.0
2020-02-14 27.17 27.17 26.22175 26.4644 -0.24265 0.0 0.0 -1.0
2020-03-05 28.42 25.72 26.47250 26.4388 0.03370 1.0 1.0 0.0
2020-03-06 27.84 27.40 26.58650 26.4642 0.12230 1.0 0.0 1.0
2020-03-12 24.21 23.35 26.46600 26.4998 -0.03380 0.0 -1.0 0.0
2020-03-13 25.27 25.87 26.37500 26.5040 -0.12900 0.0 0.0 -1.0
2020-04-13 35.27 34.02 26.36150 26.1819 0.17960 1.0 1.0 0.0
2020-04-14 37.45 36.25 27.22550 26.4477 0.77780 1.0 0.0 1.0
List the signal change and entry/exit points for MASI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 157.22 159.34 155.6695 149.8120 5.8575 1.0 1.0 0.0
2019-12-20 158.58 158.51 155.7980 150.0920 5.7060 1.0 0.0 1.0
2020-03-20 155.10 165.00 173.1275 173.3750 -0.2475 0.0 -1.0 0.0
2020-03-23 148.38 154.30 171.8825 173.0900 -1.2075 0.0 0.0 -1.0
2020-04-16 205.03 203.20 177.8760 177.1876 0.6884 1.0 1.0 0.0
2020-04-17 199.70 208.59 179.6415 177.6762 1.9653 1.0 0.0 1.0
2020-06-24 222.07 228.92 225.2635 225.6360 -0.3725 0.0 -1.0 0.0
2020-06-25 220.55 222.44 224.5730 226.0344 -1.4614 0.0 0.0 -1.0
List the signal change and entry/exit points for MDLZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 55.15 54.77 53.3310 53.0920 0.2390 1.0 1.0 0.0
2019-12-20 55.40 55.11 53.4975 53.0918 0.4057 1.0 0.0 1.0
2020-03-13 50.92 49.64 55.7925 55.9292 -0.1367 0.0 -1.0 0.0
2020-03-16 45.10 46.41 55.0635 55.7446 -0.6811 0.0 0.0 -1.0
2020-04-30 51.44 50.53 52.0475 51.7760 0.2715 1.0 1.0 0.0
2020-05-01 50.70 51.14 52.0635 51.6092 0.4543 1.0 0.0 1.0
2020-05-29 52.12 51.58 50.2785 50.3338 -0.0553 0.0 -1.0 0.0
2020-06-01 52.25 52.03 50.3560 50.4694 -0.1134 0.0 0.0 -1.0
2020-06-17 52.71 52.44 51.5010 51.4228 0.0782 1.0 1.0 0.0
2020-06-18 53.09 52.37 51.6680 51.4486 0.2194 1.0 0.0 1.0
List the signal change and entry/exit points for MKC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 168.31 167.23 169.1150 164.7526 4.3624 1.0 1.0 0.0
2019-12-20 168.25 169.19 169.2060 164.8038 4.4022 1.0 0.0 1.0
2020-01-29 167.41 165.00 168.5870 168.6280 -0.0410 0.0 -1.0 0.0
2020-01-30 165.51 167.74 168.3760 168.6906 -0.3146 0.0 0.0 -1.0
2020-04-23 151.62 151.87 148.1875 147.3720 0.8155 1.0 1.0 0.0
2020-04-24 154.26 151.99 149.3185 147.1564 2.1621 1.0 0.0 1.0
List the signal change and entry/exit points for MKTX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 377.57 372.65 384.8070 369.4070 15.4000 1.0 1.0 0.0
2019-12-20 376.32 378.50 383.9285 369.7516 14.1769 1.0 0.0 1.0
2020-01-06 374.08 379.70 374.4815 374.9188 -0.4373 0.0 -1.0 0.0
2020-01-07 375.25 372.54 374.4490 375.4346 -0.9856 0.0 0.0 -1.0
2020-04-13 385.79 400.00 346.4025 345.6918 0.7107 1.0 1.0 0.0
2020-04-14 397.71 397.74 350.7235 346.5624 4.1611 1.0 0.0 1.0
List the signal change and entry/exit points for MRNA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 19.41 18.58 19.6110 17.8567 1.7543 1.0 1.0 0.0
2019-12-20 19.83 19.40 19.5925 17.9701 1.6224 1.0 0.0 1.0
List the signal change and entry/exit points for MRVL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-08 26.050 26.24 26.03800 25.9850 0.05300 1.0 1.0 0.0
2020-01-09 26.100 26.47 26.15900 26.0040 0.15500 1.0 0.0 1.0
2020-02-14 25.120 25.35 25.76400 25.8740 -0.11000 0.0 -1.0 0.0
2020-02-18 24.790 24.71 25.57900 25.8914 -0.31240 0.0 0.0 -1.0
2020-04-17 25.955 26.33 23.11675 22.8450 0.27175 1.0 1.0 0.0
2020-04-20 26.230 25.65 23.49475 22.8546 0.64015 1.0 0.0 1.0
List the signal change and entry/exit points for MSFT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 155.71 154.00 151.9340 146.7937 5.1403 1.0 1.0 0.0
2019-12-20 157.41 157.35 152.3305 147.1599 5.1706 1.0 0.0 1.0
2020-03-13 158.83 147.50 167.5470 168.7680 -1.2210 0.0 -1.0 0.0
2020-03-16 135.42 140.00 165.0505 168.2640 -3.2135 0.0 0.0 -1.0
2020-04-22 173.52 171.39 163.7015 163.2920 0.4095 1.0 1.0 0.0
2020-04-23 171.42 174.11 164.9265 163.0316 1.8949 1.0 0.0 1.0
List the signal change and entry/exit points for NEM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 40.88 41.00 39.6085 38.7226 0.8859 1.0 1.0 0.0
2019-12-20 40.93 40.94 39.7445 38.7624 0.9821 1.0 0.0 1.0
2020-04-01 46.47 45.04 45.5195 45.7124 -0.1929 0.0 -1.0 0.0
2020-04-02 48.23 47.07 45.3270 45.8014 -0.4744 0.0 0.0 -1.0
2020-04-13 59.77 57.22 47.1450 46.7692 0.3758 1.0 1.0 0.0
2020-04-14 59.89 60.08 48.1030 47.0658 1.0372 1.0 0.0 1.0
2020-06-15 56.85 54.09 59.3220 59.9150 -0.5930 0.0 -1.0 0.0
2020-06-16 55.95 56.90 58.8065 60.0910 -1.2845 0.0 0.0 -1.0
List the signal change and entry/exit points for NET
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 18.00 17.4 18.1835 16.9784 1.2051 1.0 1.0 0.0
2019-12-20 18.12 18.3 18.2215 17.0142 1.2073 1.0 0.0 1.0
List the signal change and entry/exit points for NFLX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 332.22 324.50 308.78400 295.4354 13.34860 1.0 1.0 0.0
2019-12-20 336.90 335.00 310.04450 296.5638 13.48070 1.0 0.0 1.0
2020-03-19 332.03 324.33 354.11875 355.0503 -0.93155 0.0 -1.0 0.0
2020-03-20 332.83 342.31 351.75675 354.9217 -3.16495 0.0 0.0 -1.0
2020-04-15 426.75 413.00 366.69500 365.7543 0.94070 1.0 1.0 0.0
2020-04-16 439.17 437.00 372.88000 367.1575 5.72250 1.0 0.0 1.0
2020-06-19 453.72 449.12 427.54600 427.8180 -0.27200 0.0 -1.0 0.0
2020-06-22 468.04 455.01 429.48200 429.7644 -0.28240 0.0 0.0 -1.0
2020-06-23 466.26 466.50 432.05650 431.1552 0.90130 1.0 1.0 0.0
2020-06-24 457.85 468.54 433.95450 432.0412 1.91330 1.0 0.0 1.0
List the signal change and entry/exit points for NVDA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 235.46 230.90 217.5730 208.0490 9.5240 1.0 1.0 0.0
2019-12-20 239.37 238.13 219.0325 209.1758 9.8567 1.0 0.0 1.0
2020-03-19 212.97 201.96 251.2740 254.8303 -3.5563 0.0 -1.0 0.0
2020-03-20 205.75 219.00 246.8580 254.1377 -7.2797 0.0 0.0 -1.0
2020-04-20 287.05 287.24 262.7570 260.4380 2.3190 1.0 1.0 0.0
2020-04-21 269.51 282.31 265.5980 260.7964 4.8016 1.0 0.0 1.0
List the signal change and entry/exit points for OKTA
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 115.75 115.83 121.4995 115.1026 6.3969 1.0 1.0 0.0
2019-12-20 116.22 116.25 120.9165 115.1356 5.7809 1.0 0.0 1.0
2020-03-12 106.08 104.62 127.8690 127.9890 -0.1200 0.0 -1.0 0.0
2020-03-13 107.29 110.30 126.4680 127.8274 -1.3594 0.0 0.0 -1.0
2020-04-17 148.09 148.00 127.3220 126.1160 1.2060 1.0 1.0 0.0
2020-04-20 152.60 147.49 129.1795 126.5662 2.6133 1.0 0.0 1.0
List the signal change and entry/exit points for PANW
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 229.10 229.50 229.8615 228.8208 1.0407 1.0 1.0 0.0
2019-12-20 230.01 229.87 229.0250 229.2350 -0.2100 0.0 -1.0 1.0
2019-12-23 231.33 230.06 228.2480 229.6532 -1.4052 0.0 0.0 -1.0
2020-01-15 240.70 240.57 235.2040 234.8136 0.3904 1.0 1.0 0.0
2020-01-16 243.26 241.64 235.8335 234.9984 0.8351 1.0 0.0 1.0
2020-02-27 187.56 184.50 235.7960 236.4860 -0.6900 0.0 -1.0 0.0
2020-02-28 184.62 181.76 233.1270 235.5846 -2.4576 0.0 0.0 -1.0
2020-04-27 196.88 196.29 180.8360 180.7562 0.0798 1.0 1.0 0.0
2020-04-28 193.55 200.00 182.1900 179.6822 2.5078 1.0 0.0 1.0
List the signal change and entry/exit points for PEP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 136.47 136.22 136.1455 135.7498 0.3957 1.0 1.0 0.0
2019-12-20 137.92 137.41 136.3460 135.7504 0.5956 1.0 0.0 1.0
2020-03-11 129.75 130.58 140.0380 140.1751 -0.1371 0.0 -1.0 0.0
2020-03-12 115.34 122.10 138.5010 139.7457 -1.2447 0.0 0.0 -1.0
2020-04-27 134.46 134.42 130.7365 130.4194 0.3171 1.0 1.0 0.0
2020-04-28 136.32 136.78 131.2785 130.2060 1.0725 1.0 0.0 1.0
2020-06-12 129.00 129.15 131.8575 132.2560 -0.3985 0.0 -1.0 0.0
2020-06-15 130.48 128.29 131.5840 132.3884 -0.8044 0.0 0.0 -1.0
List the signal change and entry/exit points for PFE
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 38.97 39.00 38.4390 37.5926 0.8464 1.0 1.0 0.0
2019-12-20 39.23 39.35 38.5135 37.6614 0.8521 1.0 0.0 1.0
2020-02-12 37.74 38.09 38.8180 38.8440 -0.0260 0.0 -1.0 0.0
2020-02-13 36.93 37.58 38.6310 38.8168 -0.1858 0.0 0.0 -1.0
2020-04-22 36.25 36.96 34.1215 33.9658 0.1557 1.0 1.0 0.0
2020-04-23 36.69 36.28 34.4685 33.9378 0.5307 1.0 0.0 1.0
2020-06-15 33.36 33.30 36.4160 36.5972 -0.1812 0.0 -1.0 0.0
2020-06-16 33.40 33.59 36.1825 36.5924 -0.4099 0.0 0.0 -1.0
List the signal change and entry/exit points for PG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 124.92 124.16 123.4935 121.9596 1.5339 1.0 1.0 0.0
2019-12-20 125.36 126.15 123.7445 122.0280 1.7165 1.0 0.0 1.0
2020-02-27 113.50 119.12 124.4115 124.6514 -0.2399 0.0 -1.0 0.0
2020-02-28 113.23 109.46 123.7755 124.4048 -0.6293 0.0 0.0 -1.0
2020-04-24 118.78 119.10 116.8250 116.3832 0.4418 1.0 1.0 0.0
2020-04-27 117.45 119.19 117.1890 116.2330 0.9560 1.0 0.0 1.0
2020-06-01 117.25 116.00 114.3250 114.4162 -0.0912 0.0 -1.0 0.0
2020-06-02 118.06 117.07 114.4395 114.7288 -0.2893 0.0 0.0 -1.0
2020-06-19 118.92 120.49 116.9085 116.7974 0.1111 1.0 1.0 0.0
2020-06-22 117.75 118.78 117.1660 116.8592 0.3068 1.0 0.0 1.0
List the signal change and entry/exit points for PLD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 87.31 87.51 90.1740 89.1624 1.0116 1.0 1.0 0.0
2019-12-20 88.03 87.72 90.0330 89.2068 0.8262 1.0 0.0 1.0
2019-12-30 88.86 88.50 89.2180 89.2466 -0.0286 0.0 -1.0 0.0
2019-12-31 89.14 88.86 89.1745 89.2372 -0.0627 0.0 0.0 -1.0
2020-01-21 95.57 94.15 89.9525 89.7886 0.1639 1.0 1.0 0.0
2020-01-22 93.94 95.17 90.2480 89.9222 0.3258 1.0 0.0 1.0
2020-03-10 80.86 80.36 91.8750 92.1104 -0.2354 0.0 -1.0 0.0
2020-03-11 73.69 78.07 90.7490 91.8108 -1.0618 0.0 0.0 -1.0
2020-04-23 86.75 88.05 83.7100 83.4578 0.2522 1.0 1.0 0.0
2020-04-24 89.04 87.09 84.2775 83.3028 0.9747 1.0 0.0 1.0
List the signal change and entry/exit points for PRGO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-20 54.72 54.91 52.3665 52.1240 0.2425 1.0 1.0 0.0
2019-12-23 53.94 53.75 52.6130 52.1340 0.4790 1.0 0.0 1.0
2020-03-11 46.04 48.05 55.5690 55.8798 -0.3108 0.0 -1.0 0.0
2020-03-12 40.66 42.66 54.6145 55.6626 -1.0481 0.0 0.0 -1.0
2020-04-30 53.30 52.24 50.2200 50.0450 0.1750 1.0 1.0 0.0
2020-05-01 52.68 53.12 50.7140 49.9064 0.8076 1.0 0.0 1.0
List the signal change and entry/exit points for PTON
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 31.93 31.74 32.2825 27.2989 4.9836 1.0 1.0 0.0
2019-12-20 29.99 32.00 32.2920 27.4359 4.8561 1.0 0.0 1.0
2020-01-16 30.83 31.10 29.3900 29.5600 -0.1700 0.0 -1.0 0.0
2020-01-17 31.70 31.00 29.3805 29.7392 -0.3587 0.0 0.0 -1.0
2020-02-11 28.65 28.75 30.9360 30.8764 0.0596 1.0 1.0 0.0
2020-02-12 28.34 28.84 30.8685 30.7386 0.1299 1.0 0.0 1.0
2020-02-19 27.10 27.30 30.1335 30.2606 -0.1271 0.0 -1.0 0.0
2020-02-20 26.98 27.10 29.9485 30.1476 -0.1991 0.0 0.0 -1.0
2020-04-15 35.61 32.13 27.3515 26.9213 0.4302 1.0 1.0 0.0
2020-04-16 36.35 34.50 27.8795 26.9789 0.9006 1.0 0.0 1.0
List the signal change and entry/exit points for PYPL
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 108.88 107.80 105.87150 104.0264 1.84510 1.0 1.0 0.0
2019-12-20 108.75 109.28 106.18150 104.1906 1.99090 1.0 0.0 1.0
2020-03-10 109.74 105.30 114.62000 114.6382 -0.01820 0.0 -1.0 0.0
2020-03-11 103.90 106.65 113.87300 114.5282 -0.65520 0.0 0.0 -1.0
2020-04-28 116.14 121.66 106.83725 105.8215 1.01575 1.0 1.0 0.0
2020-04-29 123.58 119.30 108.22925 105.8477 2.38155 1.0 0.0 1.0
List the signal change and entry/exit points for REGN
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 372.55 371.95 368.6280 338.6928 29.9352 1.0 1.0 0.0
2019-12-20 375.62 374.94 369.8700 340.2380 29.6320 1.0 0.0 1.0
2020-01-30 336.18 335.68 367.3575 367.4458 -0.0883 0.0 -1.0 0.0
2020-01-31 337.94 333.17 365.5870 367.4008 -1.8138 0.0 0.0 -1.0
2020-02-24 425.38 395.54 377.5810 375.4932 2.0878 1.0 1.0 0.0
2020-02-25 442.35 437.25 382.7275 376.8696 5.8579 1.0 0.0 1.0
List the signal change and entry/exit points for RMD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 156.04 156.65 150.8255 144.2916 6.5339 1.0 1.0 0.0
2019-12-20 155.93 157.36 151.3050 144.8008 6.5042 1.0 0.0 1.0
2020-03-16 137.93 137.49 163.1890 163.4670 -0.2780 0.0 -1.0 0.0
2020-03-17 161.43 140.30 162.5205 163.5898 -1.0693 0.0 0.0 -1.0
2020-04-27 162.77 163.11 157.3205 156.6202 0.7003 1.0 1.0 0.0
2020-04-28 158.22 164.00 157.5210 156.2526 1.2684 1.0 0.0 1.0
List the signal change and entry/exit points for RNG
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 167.49 166.35 166.9270 166.3058 0.6212 1.0 1.0 0.0
2019-12-20 169.32 168.04 166.9055 166.2032 0.7023 1.0 0.0 1.0
2020-03-20 183.86 190.48 206.4340 208.1486 -1.7146 0.0 -1.0 0.0
2020-03-23 191.59 184.49 204.3060 208.2930 -3.9870 0.0 0.0 -1.0
2020-04-20 253.11 236.27 218.2995 216.7270 1.5725 1.0 1.0 0.0
2020-04-21 234.58 251.05 220.4490 217.2692 3.1798 1.0 0.0 1.0
List the signal change and entry/exit points for SHOP
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 393.06 395.59 359.1680 332.5438 26.6242 1.0 1.0 0.0
2019-12-20 390.07 393.05 362.8680 333.8558 29.0122 1.0 0.0 1.0
2020-03-17 355.09 330.02 455.7310 463.0472 -7.3162 0.0 -1.0 0.0
2020-03-18 336.83 326.34 445.4120 461.5172 -16.1052 0.0 0.0 -1.0
2020-04-22 626.56 615.99 462.6980 456.2792 6.4188 1.0 1.0 0.0
2020-04-23 620.49 631.30 471.3925 458.8340 12.5585 1.0 0.0 1.0
List the signal change and entry/exit points for SJM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-28 106.27 107.08 104.9415 104.8448 0.0967 1.0 1.0 0.0
2020-01-29 105.18 106.17 105.0430 104.8586 0.1844 1.0 0.0 1.0
2020-03-25 105.19 105.42 107.2780 107.4496 -0.1716 0.0 -1.0 0.0
2020-03-26 103.47 105.03 107.1460 107.4310 -0.2850 0.0 0.0 -1.0
2020-04-08 114.13 113.67 108.4775 108.2274 0.2501 1.0 1.0 0.0
2020-04-09 112.75 113.33 109.1515 108.3788 0.7727 1.0 0.0 1.0
2020-06-03 114.59 115.73 113.2395 113.6130 -0.3735 0.0 -1.0 0.0
2020-06-04 109.10 109.51 112.9870 113.6804 -0.6934 0.0 0.0 -1.0
List the signal change and entry/exit points for SNY
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 50.43 49.98 47.6735 46.6142 1.0593 1.0 1.0 0.0
2019-12-20 50.55 50.28 47.8425 46.7284 1.1141 1.0 0.0 1.0
2020-02-14 49.93 50.04 49.6470 49.7932 -0.1462 0.0 -1.0 0.0
2020-02-18 51.14 50.35 49.6420 49.8838 -0.2418 0.0 0.0 -1.0
2020-04-27 50.63 51.02 46.2160 45.9494 0.2666 1.0 1.0 0.0
2020-04-28 49.87 49.89 46.4750 45.9482 0.5268 1.0 0.0 1.0
List the signal change and entry/exit points for SPGI
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 272.48 268.96 268.8265 260.4018 8.4247 1.0 1.0 0.0
2019-12-20 271.66 272.50 269.1900 260.8156 8.3744 1.0 0.0 1.0
2020-03-09 242.51 249.84 288.2130 289.1096 -0.8966 0.0 -1.0 0.0
2020-03-10 259.17 252.51 286.3435 288.8218 -2.4783 0.0 0.0 -1.0
2020-04-24 283.94 282.61 263.2645 260.9290 2.3355 1.0 1.0 0.0
2020-04-27 291.19 286.46 265.8365 260.7258 5.1107 1.0 0.0 1.0
List the signal change and entry/exit points for SPLK
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 150.140 149.36 146.05200 130.3268 15.72520 1.0 1.0 0.0
2019-12-20 150.960 150.15 147.25800 130.9830 16.27500 1.0 0.0 1.0
2020-03-10 132.280 132.27 156.59650 156.7817 -0.18520 0.0 -1.0 0.0
2020-03-11 120.740 128.00 154.22850 156.1663 -1.93780 0.0 0.0 -1.0
2020-05-04 134.920 132.45 130.39475 128.4235 1.97125 1.0 1.0 0.0
2020-05-05 143.615 140.86 131.65550 128.0948 3.56070 1.0 0.0 1.0
List the signal change and entry/exit points for SPOT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 149.68 150.65 145.6980 138.5684 7.1296 1.0 1.0 0.0
2019-12-20 150.31 150.73 146.2605 139.3242 6.9363 1.0 0.0 1.0
2020-02-06 154.37 146.62 148.7875 148.8600 -0.0725 0.0 -1.0 0.0
2020-02-07 154.55 152.79 148.6280 149.1136 -0.4856 0.0 0.0 -1.0
2020-04-29 155.78 153.00 134.7670 133.9516 0.8154 1.0 1.0 0.0
2020-04-30 151.57 148.94 136.2650 134.1158 2.1492 1.0 0.0 1.0
List the signal change and entry/exit points for SQ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 64.55 64.90 66.9515 64.3074 2.6441 1.0 1.0 0.0
2019-12-20 63.63 64.57 66.7620 64.3394 2.4226 1.0 0.0 1.0
2020-01-06 62.57 61.36 64.5520 64.6494 -0.0974 0.0 -1.0 0.0
2020-01-07 64.59 64.57 64.3825 64.7068 -0.3243 0.0 0.0 -1.0
2020-01-22 68.69 68.92 65.9775 65.9694 0.0081 1.0 1.0 0.0
2020-01-23 69.29 68.86 66.3020 66.1062 0.1958 1.0 0.0 1.0
2020-03-17 44.73 43.79 71.5925 72.8098 -1.2173 0.0 -1.0 0.0
2020-03-18 39.50 41.03 69.3055 72.3484 -3.0429 0.0 0.0 -1.0
2020-05-04 63.69 61.34 60.2375 59.8326 0.4049 1.0 1.0 0.0
2020-05-05 66.69 66.00 61.0510 59.5622 1.4888 1.0 0.0 1.0
List the signal change and entry/exit points for TDOC
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 82.72 81.39 80.1290 76.6006 3.5284 1.0 1.0 0.0
2019-12-20 81.43 83.13 80.3255 76.8690 3.4565 1.0 0.0 1.0
2020-06-11 173.73 178.00 170.6320 170.6560 -0.0240 0.0 -1.0 0.0
2020-06-12 172.27 177.36 170.2685 170.8508 -0.5823 0.0 0.0 -1.0
2020-06-23 198.08 206.00 177.6825 177.2204 0.4621 1.0 1.0 0.0
2020-06-24 197.01 198.48 179.4010 178.0140 1.3870 1.0 0.0 1.0
List the signal change and entry/exit points for TGT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 128.70 127.72 126.1895 117.1302 9.0593 1.0 1.0 0.0
2019-12-20 129.15 129.45 126.2645 117.5018 8.7627 1.0 0.0 1.0
2020-01-24 114.32 116.00 122.1100 122.8504 -0.7404 0.0 -1.0 0.0
2020-01-27 115.78 112.95 121.4545 122.9990 -1.5445 0.0 0.0 -1.0
2020-04-29 112.10 113.50 104.8600 104.1416 0.7184 1.0 1.0 0.0
2020-04-30 109.74 111.08 105.5835 103.9886 1.5949 1.0 0.0 1.0
List the signal change and entry/exit points for TMO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 323.25 319.67 315.9875 302.8566 13.1309 1.0 1.0 0.0
2019-12-20 326.72 328.41 317.0580 303.7778 13.2802 1.0 0.0 1.0
2020-02-26 309.16 308.74 328.6530 328.6958 -0.0428 0.0 -1.0 0.0
2020-02-27 297.08 304.00 326.8125 328.2274 -1.4149 0.0 0.0 -1.0
2020-04-23 320.51 335.40 306.3470 306.0794 0.2676 1.0 1.0 0.0
2020-04-24 328.70 322.61 308.6245 305.9620 2.6625 1.0 0.0 1.0
List the signal change and entry/exit points for TTD
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 262.71 255.53 249.8940 224.4266 25.4674 1.0 1.0 0.0
2019-12-20 263.75 264.39 251.0780 225.9886 25.0894 1.0 0.0 1.0
2020-03-11 223.94 227.00 277.7900 279.6618 -1.8718 0.0 -1.0 0.0
2020-03-12 192.65 200.50 272.1830 278.4604 -6.2774 0.0 0.0 -1.0
2020-04-30 292.58 295.73 228.3665 226.5346 1.8319 1.0 1.0 0.0
2020-05-01 278.90 282.10 234.0725 225.8836 8.1889 1.0 0.0 1.0
List the signal change and entry/exit points for TTWO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 121.82 122.92 121.9825 121.5622 0.4203 1.0 1.0 0.0
2019-12-20 123.61 122.95 122.0360 121.5864 0.4496 1.0 0.0 1.0
2020-02-13 112.21 113.66 123.0760 123.5534 -0.4774 0.0 -1.0 0.0
2020-02-14 113.43 112.58 122.3655 123.3598 -0.9943 0.0 0.0 -1.0
2020-04-14 122.78 124.26 115.1195 114.9412 0.1783 1.0 1.0 0.0
2020-04-15 123.50 122.49 115.4710 114.9242 0.5468 1.0 0.0 1.0
List the signal change and entry/exit points for TW
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 46.80 46.00 45.1215 43.1766 1.9449 1.0 1.0 0.0
2019-12-20 46.76 46.95 45.2370 43.2908 1.9462 1.0 0.0 1.0
2020-02-03 46.71 46.65 45.5465 45.5606 -0.0141 0.0 -1.0 0.0
2020-02-04 46.33 46.78 45.5575 45.5938 -0.0363 0.0 0.0 -1.0
2020-02-19 50.07 48.99 46.0720 46.0390 0.0330 1.0 1.0 0.0
2020-02-20 51.68 50.14 46.4025 46.1644 0.2381 1.0 0.0 1.0
2020-03-23 36.64 39.04 45.7090 46.2175 -0.5085 0.0 -1.0 0.0
2020-03-24 40.35 38.22 45.2375 46.1011 -0.8636 0.0 0.0 -1.0
2020-04-22 51.25 52.47 47.2740 46.8681 0.4059 1.0 1.0 0.0
2020-04-23 52.52 52.06 47.8195 46.9949 0.8246 1.0 0.0 1.0
List the signal change and entry/exit points for TWLO
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-07 108.06 107.63 100.2335 99.8402 0.3933 1.0 1.0 0.0
2020-01-08 109.39 108.80 100.7535 99.8884 0.8651 1.0 0.0 1.0
2020-03-10 92.61 96.47 114.7915 116.0102 -1.2187 0.0 -1.0 0.0
2020-03-11 87.01 90.18 112.8715 115.7418 -2.8703 0.0 0.0 -1.0
2020-04-29 111.30 106.07 99.0465 98.8836 0.1629 1.0 1.0 0.0
2020-04-30 112.30 111.13 100.4150 98.5684 1.8466 1.0 0.0 1.0
List the signal change and entry/exit points for UNH
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 294.62 295.00 282.6370 262.9950 19.6420 1.0 1.0 0.0
2019-12-20 292.59 298.90 283.4390 264.3722 19.0668 1.0 0.0 1.0
2020-02-19 305.31 303.37 291.0575 291.1710 -0.1135 0.0 -1.0 0.0
2020-02-20 302.13 303.20 291.1345 291.6098 -0.4753 0.0 0.0 -1.0
2020-04-24 291.29 287.29 264.6675 263.6016 1.0659 1.0 1.0 0.0
2020-04-27 293.98 293.21 267.2440 263.4372 3.8068 1.0 0.0 1.0
List the signal change and entry/exit points for VEEV
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 139.77 144.57 147.1070 147.1008 0.0062 1.0 1.0 0.0
2019-12-20 141.87 139.64 146.6675 146.9324 -0.2649 0.0 -1.0 1.0
2019-12-23 143.09 141.00 146.1585 146.7534 -0.5949 0.0 0.0 -1.0
2020-02-04 154.28 150.52 146.1675 145.7280 0.4395 1.0 1.0 0.0
2020-02-05 151.50 155.75 146.7825 145.7448 1.0377 1.0 0.0 1.0
2020-03-16 120.93 123.00 146.6630 147.4460 -0.7830 0.0 -1.0 0.0
2020-03-17 132.94 122.92 145.2090 147.2546 -2.0456 0.0 0.0 -1.0
2020-04-14 173.59 165.90 150.1320 149.3550 0.7770 1.0 1.0 0.0
2020-04-15 174.68 172.00 152.2190 149.8768 2.3422 1.0 0.0 1.0
List the signal change and entry/exit points for VMW
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-02-11 156.19 159.00 151.5845 151.5388 0.0457 1.0 1.0 0.0
2020-02-12 158.87 157.19 151.9235 151.6038 0.3197 1.0 0.0 1.0
2020-03-03 120.59 121.96 149.9465 150.6434 -0.6969 0.0 -1.0 0.0
2020-03-04 125.57 122.49 148.5450 150.1812 -1.6362 0.0 0.0 -1.0
2020-04-24 128.17 127.62 126.4200 125.6994 0.7206 1.0 1.0 0.0
2020-04-27 129.95 130.06 127.1305 125.1182 2.0123 1.0 0.0 1.0
List the signal change and entry/exit points for VZ
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 60.80 60.90 60.5645 60.2664 0.2981 1.0 1.0 0.0
2019-12-20 62.07 61.46 60.6875 60.3112 0.3763 1.0 0.0 1.0
2020-01-22 60.48 60.45 60.2435 60.2638 -0.0203 0.0 -1.0 0.0
2020-01-23 60.51 60.38 60.1990 60.2870 -0.0880 0.0 0.0 -1.0
2020-04-22 57.99 57.41 55.8670 55.7674 0.0996 1.0 1.0 0.0
2020-04-23 57.59 58.12 56.2495 55.7454 0.5041 1.0 0.0 1.0
2020-05-28 55.72 55.58 55.4585 55.5166 -0.0581 0.0 -1.0 0.0
2020-05-29 57.38 55.33 55.4550 55.5778 -0.1228 0.0 0.0 -1.0
2020-06-22 55.66 55.91 56.5960 56.5202 0.0758 1.0 1.0 0.0
2020-06-23 54.94 55.75 56.6280 56.4856 0.1424 1.0 0.0 1.0
2020-07-01 54.67 55.09 56.0585 56.0800 -0.0215 0.0 -1.0 0.0
List the signal change and entry/exit points for WING
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-20 86.44 85.23 82.2580 81.8691 0.3889 1.0 1.0 0.0
2019-12-23 85.77 86.60 82.8235 81.8115 1.0120 1.0 0.0 1.0
2020-03-10 76.15 77.30 90.3925 91.0604 -0.6679 0.0 -1.0 0.0
2020-03-11 71.57 74.16 89.1210 90.7676 -1.6466 0.0 0.0 -1.0
2020-04-17 107.14 105.04 85.0850 84.6116 0.4734 1.0 1.0 0.0
2020-04-20 109.35 105.88 87.7285 84.9324 2.7961 1.0 0.0 1.0
List the signal change and entry/exit points for WIX
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2020-01-10 140.26 140.82 124.52025 124.4011 0.11915 1.0 1.0 0.0
2020-01-13 142.43 141.61 125.68975 124.7595 0.93025 1.0 0.0 1.0
2020-03-10 120.90 120.05 138.05550 138.4207 -0.36520 0.0 -1.0 0.0
2020-03-11 114.98 118.49 136.58850 138.2840 -1.69550 0.0 0.0 -1.0
2020-04-29 134.24 131.43 119.33750 119.0404 0.29710 1.0 1.0 0.0
2020-04-30 130.81 133.64 121.24700 118.5518 2.69520 1.0 0.0 1.0
List the signal change and entry/exit points for WMT
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 120.08 119.94 119.4785 119.3242 0.1543 1.0 1.0 0.0
2019-12-20 120.29 121.48 119.5000 119.3378 0.1622 1.0 0.0 1.0
2020-01-09 117.36 116.15 119.0775 119.0794 -0.0019 0.0 -1.0 0.0
2020-01-10 116.38 117.24 118.9465 119.0640 -0.1175 0.0 0.0 -1.0
2020-04-09 121.80 118.22 116.3505 115.7862 0.5643 1.0 1.0 0.0
2020-04-13 125.30 121.27 116.9105 115.9606 0.9499 1.0 0.0 1.0
2020-06-08 121.24 119.75 123.9135 123.9538 -0.0403 0.0 -1.0 0.0
2020-06-09 121.35 121.60 123.7975 124.1892 -0.3917 0.0 0.0 -1.0
List the signal change and entry/exit points for WORK
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-23 21.53 21.23 21.8930 21.8446 0.0484 1.0 1.0 0.0
2019-12-24 21.35 21.50 21.8355 21.7792 0.0563 1.0 0.0 1.0
2020-02-05 23.31 23.36 22.0155 22.0442 -0.0287 0.0 -1.0 0.0
2020-02-06 22.65 23.40 21.9595 22.0738 -0.1143 0.0 0.0 -1.0
2020-02-11 25.98 24.55 22.2605 22.2398 0.0207 1.0 1.0 0.0
2020-02-12 25.81 26.05 22.4370 22.2996 0.1374 1.0 0.0 1.0
2020-03-27 28.58 27.75 24.1540 24.1912 -0.0372 0.0 -1.0 0.0
2020-03-30 28.21 29.09 24.2040 24.2960 -0.0920 0.0 0.0 -1.0
2020-04-16 29.38 27.76 25.5640 25.2966 0.2674 1.0 1.0 0.0
2020-04-17 28.10 28.40 25.9185 25.3924 0.5261 1.0 0.0 1.0
List the signal change and entry/exit points for ZM
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 68.18 67.75 68.5525 68.1922 0.3603 1.0 1.0 0.0
2019-12-20 66.93 68.20 68.4030 68.1106 0.2924 1.0 0.0 1.0
2019-12-24 66.46 66.30 67.6480 67.9198 -0.2718 0.0 -1.0 0.0
2019-12-26 67.45 66.50 67.2625 67.8466 -0.5841 0.0 0.0 -1.0
2020-01-14 73.16 74.32 69.0215 68.9386 0.0829 1.0 1.0 0.0
2020-01-15 76.94 73.28 69.5510 69.0696 0.4814 1.0 0.0 1.0
List the signal change and entry/exit points for ZS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-19 47.91 47.03 48.24700 45.9809 2.26610 1.0 1.0 0.0
2019-12-20 49.13 48.06 48.43250 46.0175 2.41500 1.0 0.0 1.0
2020-03-10 47.01 46.15 55.03300 55.3328 -0.29980 0.0 -1.0 0.0
2020-03-11 42.88 45.79 54.13100 55.2382 -1.10720 0.0 0.0 -1.0
2020-04-08 64.93 62.43 56.05175 55.7581 0.29365 1.0 1.0 0.0
2020-04-09 62.59 64.18 57.20625 55.8673 1.33895 1.0 0.0 1.0
List the signal change and entry/exit points for ZTS
close open fast_ma slow_ma ma_change signal signal_chg entry_exit
2019-12-20 132.68 129.38 123.2395 123.0546 0.1849 1.0 1.0 0.0
2019-12-23 132.37 132.71 123.8675 123.1326 0.7349 1.0 0.0 1.0
2020-03-12 120.28 122.26 137.4255 137.4874 -0.0619 0.0 -1.0 0.0
2020-03-13 125.48 124.35 136.4525 137.3500 -0.8975 0.0 0.0 -1.0
2020-04-30 129.31 125.50 125.2510 124.1994 1.0516 1.0 1.0 0.0
2020-05-01 127.53 127.44 125.8260 123.8790 1.9470 1.0 0.0 1.0
In [25]:
for ticker in stock_list:
graph_data = model_collection[ticker][:]
fig = plt.figure(figsize=(16,9))
ylabel = ticker + ' Price ($)'
ax1 = fig.add_subplot(111, ylabel=ylabel)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close'].plot(ax=ax1, color='g', lw=2.)
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend()
plt.show()
Task 4. Back-test Model¶
In [26]:
def trading_portfolio_generation(ticker_symbol, initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model[ticker_symbol].index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sale_proceed', 'gain_loss', 'cash_value', 'position_value', 'total_value', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sale_proceed'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_value'] = initial_fund
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_value'] = initial_fund
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_value'] - initial_fund
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model[ticker_symbol].iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sale_proceed'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model[ticker_symbol].iloc[i]['open'])
elif (trading_model[ticker_symbol].iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sale_proceed'] = trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model[ticker_symbol].iloc[i]['open'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value'] + portfolio.iloc[i]['sale_proceed']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model[ticker_symbol].iloc[i]['open'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sale_proceed'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_value'] = portfolio.iloc[i-1]['cash_value']
portfolio.iloc[i]['position_value'] = trading_model[ticker_symbol].iloc[i]['close'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_value'] = portfolio.iloc[i]['cash_value'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_value'] - initial_fund
return portfolio
In [27]:
initial_capital = 0
portfolio_collection = {}
stock_status = stock_meta.copy()
stock_status.drop(['Share_Outstanding'], axis=1, inplace=True)
for ticker in stock_list:
print('Processing portfolio for ticker symbol:', ticker)
portfolio_collection[ticker] = trading_portfolio_generation(ticker, initial_capital, model_collection)
trade_transactions = portfolio_collection[ticker][portfolio_collection[ticker].trade_action != 0]
print(trade_transactions)
stock_status.loc[ticker, 'trading_pandl'] = portfolio_collection[ticker].accumu_return[-1]
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, stock_status.loc[ticker, 'trading_pandl']))
stock_status.loc[ticker, 'trading_return'] = portfolio_collection[ticker].accumu_return[-1] / trade_transactions.cost_basis[0]
print('Accumulated return percentage based on the cost of first share of stock investment: %.2f%%\n' % (stock_status.loc[ticker, 'trading_return'] * 100))
if trade_transactions.iloc[-1]['trade_action'] == 1:
stock_status.loc[ticker, 'current_status'] = 'Holding Position'
stock_status.loc[ticker, 'last_action_date'] = trade_transactions.index.tolist()[-1]
else:
stock_status.loc[ticker, 'current_status'] = 'Waiting to Enter'
stock_status.loc[ticker, 'last_action_date'] = trade_transactions.index.tolist()[-1]
Processing portfolio for ticker symbol: AAPL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 282.23 0 0 -282.23 279.44 -2.79 -2.79
2020-03-06 -1 0 0 282 -0.23 -0.23 0 -0.23 -0.23
2020-05-01 1 1 286.25 0 0 -286.48 289.07 2.59 2.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $77.63
Accumulated return percentage based on the cost of first share of stock investment: 27.51%
Processing portfolio for ticker symbol: ABBV
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 90.4 0 0 -90.4 89.29 -1.11 -1.11
2020-01-29 -1 0 0 83.8 -6.6 -6.6 0 -6.6 -6.6
2020-02-24 1 1 92.17 0 0 -98.77 93.14 -5.63 -5.63
2020-03-17 -1 0 0 75.71 -16.46 -23.06 0 -23.06 -23.06
2020-05-04 1 1 82.22 0 0 -105.28 81.86 -23.42 -23.42
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-6.13
Accumulated return percentage based on the cost of first share of stock investment: -6.78%
Processing portfolio for ticker symbol: ABT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 88.99 0 0 -88.99 86.66 -2.33 -2.33
2020-02-28 -1 0 0 77.12 -11.87 -11.87 0 -11.87 -11.87
2020-04-22 1 1 94.28 0 0 -106.15 95.48 -10.67 -10.67
2020-06-15 -1 0 0 87.52 -6.76 -18.63 0 -18.63 -18.63
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-18.63
Accumulated return percentage based on the cost of first share of stock investment: -20.93%
Processing portfolio for ticker symbol: ADBE
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 328.37 0 0 -328.37 327.61 -0.76 -0.76
2020-03-13 -1 0 0 312.88 -15.49 -15.49 0 -15.49 -15.49
2020-05-01 1 1 347.24 0 0 -362.73 343.84 -18.89 -18.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $77.08
Accumulated return percentage based on the cost of first share of stock investment: 23.47%
Processing portfolio for ticker symbol: AKAM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-10 1 1 93.59 0 0 -93.59 93.53 -0.06 -0.06
2020-03-13 -1 0 0 84.38 -9.21 -9.21 0 -9.21 -9.21
2020-04-16 1 1 100.63 0 0 -109.84 105.84 -4 -4
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-3.51
Accumulated return percentage based on the cost of first share of stock investment: -3.75%
Processing portfolio for ticker symbol: AMD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 43.44 0 0 -43.44 44.15 0.71 0.71
2020-03-13 -1 0 0 42.2 -1.24 -1.24 0 -1.24 -1.24
2020-04-21 1 1 56.9 0 0 -58.14 52.92 -5.22 -5.22
2020-06-22 -1 0 0 54.67 -2.23 -3.47 0 -3.47 -3.47
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-3.47
Accumulated return percentage based on the cost of first share of stock investment: -7.99%
Processing portfolio for ticker symbol: AMT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-27 1 1 228.52 0 0 -228.52 229.08 0.56 0.56
2020-03-19 -1 0 0 217.57 -10.95 -10.95 0 -10.95 -10.95
2020-04-23 1 1 252.19 0 0 -263.14 248.6 -14.54 -14.54
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $2.25
Accumulated return percentage based on the cost of first share of stock investment: 0.98%
Processing portfolio for ticker symbol: AMZN
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 1799.62 0 0 -1799.62 1786.5 -13.12 -13.12
2020-03-17 -1 0 0 1775.47 -24.15 -24.15 0 -24.15 -24.15
2020-04-16 1 1 2346 0 0 -2370.15 2408.19 38.04 38.04
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $508.55
Accumulated return percentage based on the cost of first share of stock investment: 28.26%
Processing portfolio for ticker symbol: ATVI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 59.4 0 0 -59.4 59.22 -0.18 -0.18
2020-03-17 -1 0 0 53.66 -5.74 -5.74 0 -5.74 -5.74
2020-04-21 1 1 65.92 0 0 -71.66 65.72 -5.94 -5.94
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.37
Accumulated return percentage based on the cost of first share of stock investment: 10.72%
Processing portfolio for ticker symbol: BNTX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 31.81 0 0 -31.81 34.97 3.16 3.16
2020-02-12 -1 0 0 30 -1.81 -1.81 0 -1.81 -1.81
2020-03-18 1 1 90.39 0 0 -92.2 92 -0.2 -0.2
2020-05-06 -1 0 0 50.14 -40.25 -42.06 0 -42.06 -42.06
2020-05-18 1 1 54.74 0 0 -96.8 60.17 -36.63 -36.63
2020-05-22 -1 0 0 52.15 -2.59 -44.65 0 -44.65 -44.65
2020-06-01 1 1 50 0 0 -94.65 52.3 -42.35 -42.35
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-30.51
Accumulated return percentage based on the cost of first share of stock investment: -95.91%
Processing portfolio for ticker symbol: BSX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 45.26 0 0 -45.26 45.37 0.11 0.11
2020-02-04 -1 0 0 42.83 -2.43 -2.43 0 -2.43 -2.43
2020-04-29 1 1 36.8 0 0 -39.23 37.43 -1.8 -1.8
2020-06-29 -1 0 0 33.56 -3.24 -5.67 0 -5.67 -5.67
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-5.67
Accumulated return percentage based on the cost of first share of stock investment: -12.53%
Processing portfolio for ticker symbol: BYND
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-14 1 1 124.73 0 0 -124.73 117.05 -7.68 -7.68
2020-03-13 -1 0 0 76.01 -48.72 -48.72 0 -48.72 -48.72
2020-05-04 1 1 89 0 0 -137.72 95.16 -42.56 -42.56
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.92
Accumulated return percentage based on the cost of first share of stock investment: 3.14%
Processing portfolio for ticker symbol: CAG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 33.67 0 0 -33.67 35.07 1.4 1.4
2020-02-25 -1 0 0 29.31 -4.36 -4.36 0 -4.36 -4.36
2020-04-16 1 1 33.19 0 0 -37.55 33.47 -4.08 -4.08
2020-06-29 -1 0 0 32.97 -0.22 -4.58 0 -4.58 -4.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.58
Accumulated return percentage based on the cost of first share of stock investment: -13.60%
Processing portfolio for ticker symbol: CCI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-31 1 1 141.45 0 0 -141.45 142.15 0.7 0.7
2020-03-23 -1 0 0 126.8 -14.65 -14.65 0 -14.65 -14.65
2020-04-24 1 1 161.61 0 0 -176.26 161.61 -14.65 -14.65
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.37
Accumulated return percentage based on the cost of first share of stock investment: -3.09%
Processing portfolio for ticker symbol: CHGG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 38.88 0 0 -38.88 38.35 -0.53 -0.53
2020-03-04 -1 0 0 39.86 0.98 0.98 0 0.98 0.98
2020-04-28 1 1 42.7 0 0 -41.72 41.15 -0.57 -0.57
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $26.36
Accumulated return percentage based on the cost of first share of stock investment: 67.80%
Processing portfolio for ticker symbol: CHWY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 28.53 0 0 -28.53 29.08 0.55 0.55
2020-02-19 -1 0 0 28.9 0.37 0.37 0 0.37 0.37
2020-03-06 1 1 27.69 0 0 -27.32 28.02 0.7 0.7
2020-03-12 -1 0 0 23.09 -4.6 -4.23 0 -4.23 -4.23
2020-03-27 1 1 33.49 0 0 -37.72 36.16 -1.56 -1.56
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.74
Accumulated return percentage based on the cost of first share of stock investment: 30.63%
Processing portfolio for ticker symbol: CL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 69.1 0 0 -69.1 68.85 -0.25 -0.25
2020-03-17 -1 0 0 64.19 -4.91 -4.91 0 -4.91 -4.91
2020-04-28 1 1 71.94 0 0 -76.85 71.11 -5.74 -5.74
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-3.82
Accumulated return percentage based on the cost of first share of stock investment: -5.53%
Processing portfolio for ticker symbol: CLX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 152.57 0 0 -152.57 152.66 0.09 0.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $67.00
Accumulated return percentage based on the cost of first share of stock investment: 43.91%
Processing portfolio for ticker symbol: CMG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 838 0 0 -838 834.53 -3.47 -3.47
2020-03-05 -1 0 0 750.01 -87.99 -87.99 0 -87.99 -87.99
2020-04-27 1 1 891 0 0 -978.99 883.07 -95.92 -95.92
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $90.01
Accumulated return percentage based on the cost of first share of stock investment: 10.74%
Processing portfolio for ticker symbol: CNC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 61.24 0 0 -61.24 61.93 0.69 0.69
2020-02-28 -1 0 0 50.66 -10.58 -10.58 0 -10.58 -10.58
2020-04-21 1 1 67.09 0 0 -77.67 66.24 -11.43 -11.43
2020-06-12 -1 0 0 64.24 -2.85 -13.43 0 -13.43 -13.43
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-13.43
Accumulated return percentage based on the cost of first share of stock investment: -21.93%
Processing portfolio for ticker symbol: COR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-23 1 1 117.75 0 0 -117.75 117.09 -0.66 -0.66
2020-03-02 -1 0 0 104.3 -13.45 -13.45 0 -13.45 -13.45
2020-04-17 1 1 120.57 0 0 -134.02 119.25 -14.77 -14.77
2020-06-26 -1 0 0 120.19 -0.38 -13.83 0 -13.83 -13.83
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-13.83
Accumulated return percentage based on the cost of first share of stock investment: -11.75%
Processing portfolio for ticker symbol: COST
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-24 1 1 314.02 0 0 -314.02 310.51 -3.51 -3.51
2020-03-18 -1 0 0 298 -16.02 -16.02 0 -16.02 -16.02
2020-04-28 1 1 310.825 0 0 -326.845 304.95 -21.895 -21.895
2020-06-15 -1 0 0 297.05 -13.775 -29.795 0 -29.795 -29.795
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-29.79
Accumulated return percentage based on the cost of first share of stock investment: -9.49%
Processing portfolio for ticker symbol: COUP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 147.14 0 0 -147.14 149.28 2.14 2.14
2020-03-05 -1 0 0 149.08 1.94 1.94 0 1.94 1.94
2020-04-24 1 1 161.62 0 0 -159.68 163.27 3.59 3.59
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $128.11
Accumulated return percentage based on the cost of first share of stock investment: 87.07%
Processing portfolio for ticker symbol: CPB
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 48.41 0 0 -48.41 49.17 0.76 0.76
2020-02-27 -1 0 0 46.36 -2.05 -2.05 0 -2.05 -2.05
2020-03-09 1 1 49.69 0 0 -51.74 50.2 -1.54 -1.54
2020-03-27 -1 0 0 42.99 -6.7 -8.75 0 -8.75 -8.75
2020-03-30 1 1 44.95 0 0 -53.7 46.53 -7.17 -7.17
2020-03-31 -1 0 0 46.52 1.57 -7.18 0 -7.18 -7.18
2020-04-24 1 1 50.82 0 0 -58 50.75 -7.25 -7.25
2020-06-12 -1 0 0 48.16 -2.66 -9.84 0 -9.84 -9.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-9.84
Accumulated return percentage based on the cost of first share of stock investment: -20.33%
Processing portfolio for ticker symbol: CRM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 164.73 0 0 -164.73 164.55 -0.18 -0.18
2020-03-11 -1 0 0 157.68 -7.05 -7.05 0 -7.05 -7.05
2020-05-05 1 1 162.53 0 0 -169.58 163.25 -6.33 -6.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $22.31
Accumulated return percentage based on the cost of first share of stock investment: 13.54%
Processing portfolio for ticker symbol: CRWD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 49.91 0 0 -49.91 49.49 -0.42 -0.42
2019-12-30 -1 0 0 50 0.09 0.09 0 0.09 0.09
2020-01-16 1 1 61.5 0 0 -61.41 62.24 0.83 0.83
2020-03-12 -1 0 0 38.6 -22.9 -22.81 0 -22.81 -22.81
2020-04-17 1 1 64.46 0 0 -87.27 64.74 -22.53 -22.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $15.68
Accumulated return percentage based on the cost of first share of stock investment: 31.42%
Processing portfolio for ticker symbol: CTXS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 112.25 0 0 -112.25 111.06 -1.19 -1.19
2020-03-05 -1 0 0 107.51 -4.74 -4.74 0 -4.74 -4.74
2020-03-31 1 1 144.08 0 0 -148.82 141.55 -7.27 -7.27
2020-06-05 -1 0 0 137.62 -6.46 -11.2 0 -11.2 -11.2
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-11.20
Accumulated return percentage based on the cost of first share of stock investment: -9.98%
Processing portfolio for ticker symbol: D
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 82.29 0 0 -82.29 82.32 0.03 0.03
2019-12-23 -1 0 0 82.3 0.01 0.01 0 0.01 0.01
2020-01-14 1 1 81.98 0 0 -81.97 81.95 -0.02 -0.02
2020-03-17 -1 0 0 70.26 -11.72 -11.71 0 -11.71 -11.71
2020-05-04 1 1 75.57 0 0 -87.28 75.8 -11.48 -11.48
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.91
Accumulated return percentage based on the cost of first share of stock investment: -5.97%
Processing portfolio for ticker symbol: DDOG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 37.71 0 0 -37.71 38.51 0.8 0.8
2020-03-17 -1 0 0 29.53 -8.18 -8.18 0 -8.18 -8.18
2020-04-30 1 1 44.93 0 0 -53.11 45.12 -7.99 -7.99
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $36.27
Accumulated return percentage based on the cost of first share of stock investment: 96.18%
Processing portfolio for ticker symbol: DG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-02-07 1 1 155.3 0 0 -155.3 154.97 -0.33 -0.33
2020-03-20 -1 0 0 142.39 -12.91 -12.91 0 -12.91 -12.91
2020-04-17 1 1 180.25 0 0 -193.16 182.11 -11.05 -11.05
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-2.24
Accumulated return percentage based on the cost of first share of stock investment: -1.44%
Processing portfolio for ticker symbol: DHR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 151.06 0 0 -151.06 152.85 1.79 1.79
2020-03-05 -1 0 0 152.98 1.92 1.92 0 1.92 1.92
2020-04-24 1 1 161.59 0 0 -159.67 165.07 5.4 5.4
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $17.46
Accumulated return percentage based on the cost of first share of stock investment: 11.56%
Processing portfolio for ticker symbol: DOCU
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 74.21 0 0 -74.21 74.18 -0.03 -0.03
2020-03-25 -1 0 0 85 10.79 10.79 0 10.79 10.79
2020-04-15 1 1 97.93 0 0 -87.14 100.53 13.39 13.39
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $91.82
Accumulated return percentage based on the cost of first share of stock investment: 123.73%
Processing portfolio for ticker symbol: DPZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 293.07 0 0 -293.07 292 -1.07 -1.07
2020-01-29 -1 0 0 285.1 -7.97 -7.97 0 -7.97 -7.97
2020-02-24 1 1 355.51 0 0 -363.48 363.01 -0.47 -0.47
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $12.23
Accumulated return percentage based on the cost of first share of stock investment: 4.17%
Processing portfolio for ticker symbol: DXCM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 217.19 0 0 -217.19 213.42 -3.77 -3.77
2020-03-25 -1 0 0 239.67 22.48 22.48 0 22.48 22.48
2020-04-20 1 1 322.87 0 0 -300.39 323.27 22.88 22.88
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $99.82
Accumulated return percentage based on the cost of first share of stock investment: 45.96%
Processing portfolio for ticker symbol: EA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 108.02 0 0 -108.02 107.95 -0.07 -0.07
2020-02-27 -1 0 0 104.35 -3.67 -3.67 0 -3.67 -3.67
2020-04-21 1 1 114.68 0 0 -118.35 113.27 -5.08 -5.08
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $16.87
Accumulated return percentage based on the cost of first share of stock investment: 15.62%
Processing portfolio for ticker symbol: EBAY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-03 1 1 35.92 0 0 -35.92 35.96 0.04 0.04
2020-02-03 -1 0 0 33.75 -2.17 -2.17 0 -2.17 -2.17
2020-02-07 1 1 35.83 0 0 -38 36.2 -1.8 -1.8
2020-03-18 -1 0 0 31.62 -4.21 -6.38 0 -6.38 -6.38
2020-04-28 1 1 39.59 0 0 -45.97 39.08 -6.89 -6.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.99
Accumulated return percentage based on the cost of first share of stock investment: 19.46%
Processing portfolio for ticker symbol: EBS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-16 1 1 55 0 0 -55 56.04 1.04 1.04
2020-03-20 -1 0 0 53.86 -1.14 -1.14 0 -1.14 -1.14
2020-04-22 1 1 67.89 0 0 -69.03 66.6 -2.43 -2.43
2020-06-24 -1 0 0 74.9 7.01 5.87 0 5.87 5.87
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $5.87
Accumulated return percentage based on the cost of first share of stock investment: 10.67%
Processing portfolio for ticker symbol: EQIX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 581.85 0 0 -581.85 577.71 -4.14 -4.14
2020-03-20 -1 0 0 549.75 -32.1 -32.1 0 -32.1 -32.1
2020-04-17 1 1 681.85 0 0 -713.95 694.95 -19 -19
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $14.22
Accumulated return percentage based on the cost of first share of stock investment: 2.44%
Processing portfolio for ticker symbol: ETSY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-09 1 1 45.3 0 0 -45.3 46.43 1.13 1.13
2020-03-24 -1 0 0 35.26 -10.04 -10.04 0 -10.04 -10.04
2020-04-24 1 1 64.05 0 0 -74.09 66.19 -7.9 -7.9
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $37.12
Accumulated return percentage based on the cost of first share of stock investment: 81.94%
Processing portfolio for ticker symbol: EVBG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 79.51 0 0 -79.51 80.7 1.19 1.19
2020-01-08 -1 0 0 82.91 3.4 3.4 0 3.4 3.4
2020-01-23 1 1 88.75 0 0 -85.35 87.125 1.775 1.775
2020-06-30 -1 0 0 136.41 47.66 51.06 0 51.06 51.06
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $51.06
Accumulated return percentage based on the cost of first share of stock investment: 64.22%
Processing portfolio for ticker symbol: FSLY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-16 1 1 22.6 0 0 -22.6 24.08 1.48 1.48
2020-03-03 -1 0 0 21.1 -1.5 -1.5 0 -1.5 -1.5
2020-04-20 1 1 23.19 0 0 -24.69 23.98 -0.71 -0.71
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $61.76
Accumulated return percentage based on the cost of first share of stock investment: 273.27%
Processing portfolio for ticker symbol: GILD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 65.59 0 0 -65.59 66.85 1.26 1.26
2020-01-15 -1 0 0 64.07 -1.52 -1.52 0 -1.52 -1.52
2020-02-19 1 1 67.2 0 0 -68.72 67.35 -1.37 -1.37
2020-06-01 -1 0 0 75.47 8.27 6.75 0 6.75 6.75
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.75
Accumulated return percentage based on the cost of first share of stock investment: 10.29%
Processing portfolio for ticker symbol: GIS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 53.75 0 0 -53.75 53.28 -0.47 -0.47
2020-01-10 -1 0 0 52.49 -1.26 -1.26 0 -1.26 -1.26
2020-01-14 1 1 53.1 0 0 -54.36 53 -1.36 -1.36
2020-02-27 -1 0 0 51.81 -1.29 -2.55 0 -2.55 -2.55
2020-03-12 1 1 49.2 0 0 -51.75 50 -1.75 -1.75
2020-03-13 -1 0 0 52.95 3.75 1.2 0 1.2 1.2
2020-03-18 1 1 57.65 0 0 -56.45 57.75 1.3 1.3
2020-03-24 -1 0 0 49.03 -8.62 -7.42 0 -7.42 -7.42
2020-04-01 1 1 51.74 0 0 -59.16 53.12 -6.04 -6.04
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.27
Accumulated return percentage based on the cost of first share of stock investment: 2.36%
Processing portfolio for ticker symbol: GOLD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 17.65 0 0 -17.65 17.45 -0.2 -0.2
2020-03-24 -1 0 0 18.78 1.13 1.13 0 1.13 1.13
2020-04-15 1 1 23.74 0 0 -22.61 24.47 1.86 1.86
2020-06-15 -1 0 0 23.5 -0.24 0.89 0 0.89 0.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $0.89
Accumulated return percentage based on the cost of first share of stock investment: 5.04%
Processing portfolio for ticker symbol: GOOG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 1363.35 0 0 -1363.35 1349.59 -13.76 -13.76
2020-03-10 -1 0 0 1260 -103.35 -103.35 0 -103.35 -103.35
2020-05-01 1 1 1328.5 0 0 -1431.85 1320.61 -111.24 -111.24
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.19
Accumulated return percentage based on the cost of first share of stock investment: 0.45%
Processing portfolio for ticker symbol: HD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-22 1 1 233.79 0 0 -233.79 232.9 -0.89 -0.89
2020-03-16 -1 0 0 181.97 -51.82 -51.82 0 -51.82 -51.82
2020-05-04 1 1 216.68 0 0 -268.5 221.84 -46.66 -46.66
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-20.35
Accumulated return percentage based on the cost of first share of stock investment: -8.70%
Processing portfolio for ticker symbol: HRL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 45.04 0 0 -45.04 44.96 -0.08 -0.08
2020-03-05 -1 0 0 44.26 -0.78 -0.78 0 -0.78 -0.78
2020-04-13 1 1 47.62 0 0 -48.4 47.1 -1.3 -1.3
2020-05-28 -1 0 0 47.4 -0.22 -1 0 -1 -1
2020-05-29 1 1 48 0 0 -49 48.83 -0.17 -0.17
2020-06-12 -1 0 0 47.17 -0.83 -1.83 0 -1.83 -1.83
2020-06-22 1 1 48.48 0 0 -50.31 48.39 -1.92 -1.92
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-2.85
Accumulated return percentage based on the cost of first share of stock investment: -6.33%
Processing portfolio for ticker symbol: JNJ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 146.88 0 0 -146.88 146.06 -0.82 -0.82
2020-03-05 -1 0 0 140.8 -6.08 -6.08 0 -6.08 -6.08
2020-04-23 1 1 154.25 0 0 -160.33 155.51 -4.82 -4.82
2020-06-15 -1 0 0 141 -13.25 -19.33 0 -19.33 -19.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-19.33
Accumulated return percentage based on the cost of first share of stock investment: -13.16%
Processing portfolio for ticker symbol: KR
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 28.98 0 0 -28.98 29 0.02 0.02
2020-02-06 -1 0 0 28.23 -0.75 -0.75 0 -0.75 -0.75
2020-02-28 1 1 28 0 0 -28.75 28.13 -0.62 -0.62
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $4.82
Accumulated return percentage based on the cost of first share of stock investment: 16.63%
Processing portfolio for ticker symbol: LLY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 132.49 0 0 -132.49 132.43 -0.06 -0.06
2020-03-10 -1 0 0 139.23 6.74 6.74 0 6.74 6.74
2020-04-20 1 1 156.63 0 0 -149.89 157.79 7.9 7.9
2020-06-12 -1 0 0 145.54 -11.09 -4.35 0 -4.35 -4.35
2020-07-01 1 1 164.32 0 0 -168.67 163.34 -5.33 -5.33
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-5.33
Accumulated return percentage based on the cost of first share of stock investment: -4.02%
Processing portfolio for ticker symbol: LOGI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 46.33 0 0 -46.33 46.34 0.01 0.01
2020-02-19 -1 0 0 42.95 -3.38 -3.38 0 -3.38 -3.38
2020-04-14 1 1 45.63 0 0 -49.01 45.88 -3.13 -3.13
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $15.58
Accumulated return percentage based on the cost of first share of stock investment: 33.63%
Processing portfolio for ticker symbol: LVGO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 26.77 0 0 -26.77 26.26 -0.51 -0.51
2020-01-10 -1 0 0 26.65 -0.12 -0.12 0 -0.12 -0.12
2020-01-28 1 1 26 0 0 -26.12 25.87 -0.25 -0.25
2020-02-14 -1 0 0 27.17 1.17 1.05 0 1.05 1.05
2020-03-06 1 1 27.4 0 0 -26.35 27.84 1.49 1.49
2020-03-13 -1 0 0 25.87 -1.53 -0.48 0 -0.48 -0.48
2020-04-14 1 1 36.25 0 0 -36.73 37.45 0.72 0.72
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $37.68
Accumulated return percentage based on the cost of first share of stock investment: 140.75%
Processing portfolio for ticker symbol: MASI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 158.51 0 0 -158.51 158.58 0.07 0.07
2020-03-23 -1 0 0 154.3 -4.21 -4.21 0 -4.21 -4.21
2020-04-17 1 1 208.59 0 0 -212.8 199.7 -13.1 -13.1
2020-06-25 -1 0 0 222.44 13.85 9.64 0 9.64 9.64
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $9.64
Accumulated return percentage based on the cost of first share of stock investment: 6.08%
Processing portfolio for ticker symbol: MDLZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 55.11 0 0 -55.11 55.4 0.29 0.29
2020-03-16 -1 0 0 46.41 -8.7 -8.7 0 -8.7 -8.7
2020-05-01 1 1 51.14 0 0 -59.84 50.7 -9.14 -9.14
2020-06-01 -1 0 0 52.03 0.89 -7.81 0 -7.81 -7.81
2020-06-18 1 1 52.37 0 0 -60.18 53.09 -7.09 -7.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-9.10
Accumulated return percentage based on the cost of first share of stock investment: -16.51%
Processing portfolio for ticker symbol: MKC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 169.19 0 0 -169.19 168.25 -0.94 -0.94
2020-01-30 -1 0 0 167.74 -1.45 -1.45 0 -1.45 -1.45
2020-04-24 1 1 151.99 0 0 -153.44 154.26 0.82 0.82
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $26.06
Accumulated return percentage based on the cost of first share of stock investment: 15.40%
Processing portfolio for ticker symbol: MKTX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 378.5 0 0 -378.5 376.32 -2.18 -2.18
2020-01-07 -1 0 0 372.54 -5.96 -5.96 0 -5.96 -5.96
2020-04-14 1 1 397.74 0 0 -403.7 397.71 -5.99 -5.99
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $102.31
Accumulated return percentage based on the cost of first share of stock investment: 27.03%
Processing portfolio for ticker symbol: MRNA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 19.4 0 0 -19.4 19.83 0.43 0.43
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $42.19
Accumulated return percentage based on the cost of first share of stock investment: 217.47%
Processing portfolio for ticker symbol: MRVL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-09 1 1 26.47 0 0 -26.47 26.1 -0.37 -0.37
2020-02-18 -1 0 0 24.71 -1.76 -1.76 0 -1.76 -1.76
2020-04-20 1 1 25.65 0 0 -27.41 26.23 -1.18 -1.18
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $6.96
Accumulated return percentage based on the cost of first share of stock investment: 26.29%
Processing portfolio for ticker symbol: MSFT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 157.35 0 0 -157.35 157.41 0.06 0.06
2020-03-16 -1 0 0 140 -17.35 -17.35 0 -17.35 -17.35
2020-04-23 1 1 174.11 0 0 -191.46 171.42 -20.04 -20.04
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $13.24
Accumulated return percentage based on the cost of first share of stock investment: 8.41%
Processing portfolio for ticker symbol: NEM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 40.94 0 0 -40.94 40.93 -0.01 -0.01
2020-04-02 -1 0 0 47.07 6.13 6.13 0 6.13 6.13
2020-04-14 1 1 60.08 0 0 -53.95 59.89 5.94 5.94
2020-06-16 -1 0 0 56.9 -3.18 2.95 0 2.95 2.95
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $2.95
Accumulated return percentage based on the cost of first share of stock investment: 7.21%
Processing portfolio for ticker symbol: NET
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 18.3 0 0 -18.3 18.12 -0.18 -0.18
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $18.63
Accumulated return percentage based on the cost of first share of stock investment: 101.80%
Processing portfolio for ticker symbol: NFLX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 335 0 0 -335 336.9 1.9 1.9
2020-03-20 -1 0 0 342.31 7.31 7.31 0 7.31 7.31
2020-04-16 1 1 437 0 0 -429.69 439.17 9.48 9.48
2020-06-22 -1 0 0 455.01 18.01 25.32 0 25.32 25.32
2020-06-24 1 1 468.54 0 0 -443.22 457.85 14.63 14.63
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $42.42
Accumulated return percentage based on the cost of first share of stock investment: 12.66%
Processing portfolio for ticker symbol: NVDA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 238.13 0 0 -238.13 239.37 1.24 1.24
2020-03-20 -1 0 0 219 -19.13 -19.13 0 -19.13 -19.13
2020-04-21 1 1 282.31 0 0 -301.44 269.51 -31.93 -31.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $79.76
Accumulated return percentage based on the cost of first share of stock investment: 33.49%
Processing portfolio for ticker symbol: OKTA
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 116.25 0 0 -116.25 116.22 -0.03 -0.03
2020-03-13 -1 0 0 110.3 -5.95 -5.95 0 -5.95 -5.95
2020-04-20 1 1 147.49 0 0 -153.44 152.6 -0.84 -0.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $57.48
Accumulated return percentage based on the cost of first share of stock investment: 49.45%
Processing portfolio for ticker symbol: PANW
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 229.87 0 0 -229.87 230.01 0.14 0.14
2019-12-23 -1 0 0 230.06 0.19 0.19 0 0.19 0.19
2020-01-16 1 1 241.64 0 0 -241.45 243.26 1.81 1.81
2020-02-28 -1 0 0 181.76 -59.88 -59.69 0 -59.69 -59.69
2020-04-28 1 1 200 0 0 -259.69 193.55 -66.14 -66.14
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-30.33
Accumulated return percentage based on the cost of first share of stock investment: -13.19%
Processing portfolio for ticker symbol: PEP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 137.41 0 0 -137.41 137.92 0.51 0.51
2020-03-12 -1 0 0 122.1 -15.31 -15.31 0 -15.31 -15.31
2020-04-28 1 1 136.78 0 0 -152.09 136.32 -15.77 -15.77
2020-06-15 -1 0 0 128.29 -8.49 -23.8 0 -23.8 -23.8
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-23.80
Accumulated return percentage based on the cost of first share of stock investment: -17.32%
Processing portfolio for ticker symbol: PFE
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 39.35 0 0 -39.35 39.23 -0.12 -0.12
2020-02-13 -1 0 0 37.58 -1.77 -1.77 0 -1.77 -1.77
2020-04-23 1 1 36.28 0 0 -38.05 36.69 -1.36 -1.36
2020-06-16 -1 0 0 33.59 -2.69 -4.46 0 -4.46 -4.46
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.46
Accumulated return percentage based on the cost of first share of stock investment: -11.33%
Processing portfolio for ticker symbol: PG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 126.15 0 0 -126.15 125.36 -0.79 -0.79
2020-02-28 -1 0 0 109.46 -16.69 -16.69 0 -16.69 -16.69
2020-04-27 1 1 119.19 0 0 -135.88 117.45 -18.43 -18.43
2020-06-02 -1 0 0 117.07 -2.12 -18.81 0 -18.81 -18.81
2020-06-22 1 1 118.78 0 0 -137.59 117.75 -19.84 -19.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-17.58
Accumulated return percentage based on the cost of first share of stock investment: -13.94%
Processing portfolio for ticker symbol: PLD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 87.72 0 0 -87.72 88.03 0.31 0.31
2019-12-31 -1 0 0 88.86 1.14 1.14 0 1.14 1.14
2020-01-22 1 1 95.17 0 0 -94.03 93.94 -0.09 -0.09
2020-03-11 -1 0 0 78.07 -17.1 -15.96 0 -15.96 -15.96
2020-04-24 1 1 87.09 0 0 -103.05 89.04 -14.01 -14.01
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-7.90
Accumulated return percentage based on the cost of first share of stock investment: -9.01%
Processing portfolio for ticker symbol: PRGO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-23 1 1 53.75 0 0 -53.75 53.94 0.19 0.19
2020-03-12 -1 0 0 42.66 -11.09 -11.09 0 -11.09 -11.09
2020-05-01 1 1 53.12 0 0 -64.21 52.68 -11.53 -11.53
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-9.38
Accumulated return percentage based on the cost of first share of stock investment: -17.45%
Processing portfolio for ticker symbol: PTON
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 32 0 0 -32 29.99 -2.01 -2.01
2020-01-17 -1 0 0 31 -1 -1 0 -1 -1
2020-02-12 1 1 28.84 0 0 -29.84 28.34 -1.5 -1.5
2020-02-20 -1 0 0 27.1 -1.74 -2.74 0 -2.74 -2.74
2020-04-16 1 1 34.5 0 0 -37.24 36.35 -0.89 -0.89
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $23.01
Accumulated return percentage based on the cost of first share of stock investment: 71.91%
Processing portfolio for ticker symbol: PYPL
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 109.28 0 0 -109.28 108.75 -0.53 -0.53
2020-03-11 -1 0 0 106.65 -2.63 -2.63 0 -2.63 -2.63
2020-04-29 1 1 119.3 0 0 -121.93 123.58 1.65 1.65
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $55.50
Accumulated return percentage based on the cost of first share of stock investment: 50.79%
Processing portfolio for ticker symbol: REGN
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 374.94 0 0 -374.94 375.62 0.68 0.68
2020-01-31 -1 0 0 333.17 -41.77 -41.77 0 -41.77 -41.77
2020-02-25 1 1 437.25 0 0 -479.02 442.35 -36.67 -36.67
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $130.15
Accumulated return percentage based on the cost of first share of stock investment: 34.71%
Processing portfolio for ticker symbol: RMD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 157.36 0 0 -157.36 155.93 -1.43 -1.43
2020-03-17 -1 0 0 140.3 -17.06 -17.06 0 -17.06 -17.06
2020-04-28 1 1 164 0 0 -181.06 158.22 -22.84 -22.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $9.80
Accumulated return percentage based on the cost of first share of stock investment: 6.23%
Processing portfolio for ticker symbol: RNG
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 168.04 0 0 -168.04 169.32 1.28 1.28
2020-03-23 -1 0 0 184.49 16.45 16.45 0 16.45 16.45
2020-04-21 1 1 251.05 0 0 -234.6 234.58 -0.02 -0.02
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $55.71
Accumulated return percentage based on the cost of first share of stock investment: 33.15%
Processing portfolio for ticker symbol: SHOP
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 393.05 0 0 -393.05 390.07 -2.98 -2.98
2020-03-18 -1 0 0 326.34 -66.71 -66.71 0 -66.71 -66.71
2020-04-23 1 1 631.3 0 0 -698.01 620.49 -77.52 -77.52
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $318.63
Accumulated return percentage based on the cost of first share of stock investment: 81.07%
Processing portfolio for ticker symbol: SJM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-29 1 1 106.17 0 0 -106.17 105.18 -0.99 -0.99
2020-03-26 -1 0 0 105.03 -1.14 -1.14 0 -1.14 -1.14
2020-04-09 1 1 113.33 0 0 -114.47 112.75 -1.72 -1.72
2020-06-04 -1 0 0 109.51 -3.82 -4.96 0 -4.96 -4.96
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.96
Accumulated return percentage based on the cost of first share of stock investment: -4.67%
Processing portfolio for ticker symbol: SNY
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 50.28 0 0 -50.28 50.55 0.27 0.27
2020-02-18 -1 0 0 50.35 0.07 0.07 0 0.07 0.07
2020-04-28 1 1 49.89 0 0 -49.82 49.87 0.05 0.05
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.45
Accumulated return percentage based on the cost of first share of stock investment: 2.88%
Processing portfolio for ticker symbol: SPGI
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 272.5 0 0 -272.5 271.66 -0.84 -0.84
2020-03-10 -1 0 0 252.51 -19.99 -19.99 0 -19.99 -19.99
2020-04-27 1 1 286.46 0 0 -306.45 291.19 -15.26 -15.26
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $28.07
Accumulated return percentage based on the cost of first share of stock investment: 10.30%
Processing portfolio for ticker symbol: SPLK
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 150.15 0 0 -150.15 150.96 0.81 0.81
2020-03-11 -1 0 0 128 -22.15 -22.15 0 -22.15 -22.15
2020-05-05 1 1 140.86 0 0 -163.01 143.615 -19.395 -19.395
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $40.60
Accumulated return percentage based on the cost of first share of stock investment: 27.04%
Processing portfolio for ticker symbol: SPOT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 150.73 0 0 -150.73 150.31 -0.42 -0.42
2020-02-07 -1 0 0 152.79 2.06 2.06 0 2.06 2.06
2020-04-30 1 1 148.94 0 0 -146.88 151.57 4.69 4.69
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $112.02
Accumulated return percentage based on the cost of first share of stock investment: 74.32%
Processing portfolio for ticker symbol: SQ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 64.57 0 0 -64.57 63.63 -0.94 -0.94
2020-01-07 -1 0 0 64.57 -0 0 0 0 0
2020-01-23 1 1 68.86 0 0 -68.86 69.29 0.43 0.43
2020-03-18 -1 0 0 41.03 -27.83 -27.83 0 -27.83 -27.83
2020-05-05 1 1 66 0 0 -93.83 66.69 -27.14 -27.14
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $22.07
Accumulated return percentage based on the cost of first share of stock investment: 34.18%
Processing portfolio for ticker symbol: TDOC
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 83.13 0 0 -83.13 81.43 -1.7 -1.7
2020-06-12 -1 0 0 177.36 94.23 94.23 0 94.23 94.23
2020-06-24 1 1 198.48 0 0 -104.25 197.01 92.76 92.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $94.60
Accumulated return percentage based on the cost of first share of stock investment: 113.80%
Processing portfolio for ticker symbol: TGT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 129.45 0 0 -129.45 129.15 -0.3 -0.3
2020-01-27 -1 0 0 112.95 -16.5 -16.5 0 -16.5 -16.5
2020-04-30 1 1 111.08 0 0 -127.58 109.74 -17.84 -17.84
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-8.63
Accumulated return percentage based on the cost of first share of stock investment: -6.67%
Processing portfolio for ticker symbol: TMO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 328.41 0 0 -328.41 326.72 -1.69 -1.69
2020-02-27 -1 0 0 304 -24.41 -24.41 0 -24.41 -24.41
2020-04-24 1 1 322.61 0 0 -347.02 328.7 -18.32 -18.32
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $12.75
Accumulated return percentage based on the cost of first share of stock investment: 3.88%
Processing portfolio for ticker symbol: TTD
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 264.39 0 0 -264.39 263.75 -0.64 -0.64
2020-03-12 -1 0 0 200.5 -63.89 -63.89 0 -63.89 -63.89
2020-05-01 1 1 282.1 0 0 -345.99 278.9 -67.09 -67.09
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $83.15
Accumulated return percentage based on the cost of first share of stock investment: 31.45%
Processing portfolio for ticker symbol: TTWO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 122.95 0 0 -122.95 123.61 0.66 0.66
2020-02-14 -1 0 0 112.58 -10.37 -10.37 0 -10.37 -10.37
2020-04-15 1 1 122.49 0 0 -132.86 123.5 -9.36 -9.36
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $11.25
Accumulated return percentage based on the cost of first share of stock investment: 9.15%
Processing portfolio for ticker symbol: TW
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 46.95 0 0 -46.95 46.76 -0.19 -0.19
2020-02-04 -1 0 0 46.78 -0.17 -0.17 0 -0.17 -0.17
2020-02-20 1 1 50.14 0 0 -50.31 51.68 1.37 1.37
2020-03-24 -1 0 0 38.22 -11.92 -12.09 0 -12.09 -12.09
2020-04-23 1 1 52.06 0 0 -64.15 52.52 -11.63 -11.63
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.92
Accumulated return percentage based on the cost of first share of stock investment: -10.48%
Processing portfolio for ticker symbol: TWLO
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-08 1 1 108.8 0 0 -108.8 109.39 0.59 0.59
2020-03-11 -1 0 0 90.18 -18.62 -18.62 0 -18.62 -18.62
2020-04-30 1 1 111.13 0 0 -129.75 112.3 -17.45 -17.45
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $98.02
Accumulated return percentage based on the cost of first share of stock investment: 90.09%
Processing portfolio for ticker symbol: UNH
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 298.9 0 0 -298.9 292.59 -6.31 -6.31
2020-02-20 -1 0 0 303.2 4.3 4.3 0 4.3 4.3
2020-04-27 1 1 293.21 0 0 -288.91 293.98 5.07 5.07
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $8.82
Accumulated return percentage based on the cost of first share of stock investment: 2.95%
Processing portfolio for ticker symbol: VEEV
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 139.64 0 0 -139.64 141.87 2.23 2.23
2019-12-23 -1 0 0 141 1.36 1.36 0 1.36 1.36
2020-02-05 1 1 155.75 0 0 -154.39 151.5 -2.89 -2.89
2020-03-17 -1 0 0 122.92 -32.83 -31.47 0 -31.47 -31.47
2020-04-15 1 1 172 0 0 -203.47 174.68 -28.79 -28.79
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $38.75
Accumulated return percentage based on the cost of first share of stock investment: 27.75%
Processing portfolio for ticker symbol: VMW
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-02-12 1 1 157.19 0 0 -157.19 158.87 1.68 1.68
2020-03-04 -1 0 0 122.49 -34.7 -34.7 0 -34.7 -34.7
2020-04-27 1 1 130.06 0 0 -164.76 129.95 -34.81 -34.81
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-11.66
Accumulated return percentage based on the cost of first share of stock investment: -7.42%
Processing portfolio for ticker symbol: VZ
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 61.46 0 0 -61.46 62.07 0.61 0.61
2020-01-23 -1 0 0 60.38 -1.08 -1.08 0 -1.08 -1.08
2020-04-23 1 1 58.12 0 0 -59.2 57.59 -1.61 -1.61
2020-05-29 -1 0 0 55.33 -2.79 -3.87 0 -3.87 -3.87
2020-06-23 1 1 55.75 0 0 -59.62 54.94 -4.68 -4.68
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-4.95
Accumulated return percentage based on the cost of first share of stock investment: -8.05%
Processing portfolio for ticker symbol: WING
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-23 1 1 86.6 0 0 -86.6 85.77 -0.83 -0.83
2020-03-11 -1 0 0 74.16 -12.44 -12.44 0 -12.44 -12.44
2020-04-20 1 1 105.88 0 0 -118.32 109.35 -8.97 -8.97
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $24.97
Accumulated return percentage based on the cost of first share of stock investment: 28.83%
Processing portfolio for ticker symbol: WIX
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2020-01-13 1 1 141.61 0 0 -141.61 142.43 0.82 0.82
2020-03-11 -1 0 0 118.49 -23.12 -23.12 0 -23.12 -23.12
2020-04-30 1 1 133.64 0 0 -156.76 130.81 -25.95 -25.95
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $109.01
Accumulated return percentage based on the cost of first share of stock investment: 76.98%
Processing portfolio for ticker symbol: WMT
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 121.48 0 0 -121.48 120.29 -1.19 -1.19
2020-01-10 -1 0 0 117.24 -4.24 -4.24 0 -4.24 -4.24
2020-04-13 1 1 121.27 0 0 -125.51 125.3 -0.21 -0.21
2020-06-09 -1 0 0 121.6 0.33 -3.91 0 -3.91 -3.91
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-3.91
Accumulated return percentage based on the cost of first share of stock investment: -3.22%
Processing portfolio for ticker symbol: WORK
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-24 1 1 21.5 0 0 -21.5 21.35 -0.15 -0.15
2020-02-06 -1 0 0 23.4 1.9 1.9 0 1.9 1.9
2020-02-12 1 1 26.05 0 0 -24.15 25.81 1.66 1.66
2020-03-30 -1 0 0 29.09 3.04 4.94 0 4.94 4.94
2020-04-17 1 1 28.4 0 0 -23.46 28.1 4.64 4.64
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $7.60
Accumulated return percentage based on the cost of first share of stock investment: 35.35%
Processing portfolio for ticker symbol: ZM
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 68.2 0 0 -68.2 66.93 -1.27 -1.27
2019-12-26 -1 0 0 66.5 -1.7 -1.7 0 -1.7 -1.7
2020-01-15 1 1 73.28 0 0 -74.98 76.94 1.96 1.96
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $184.15
Accumulated return percentage based on the cost of first share of stock investment: 270.01%
Processing portfolio for ticker symbol: ZS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-20 1 1 48.06 0 0 -48.06 49.13 1.07 1.07
2020-03-11 -1 0 0 45.79 -2.27 -2.27 0 -2.27 -2.27
2020-04-09 1 1 64.18 0 0 -66.45 62.59 -3.86 -3.86
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $45.06
Accumulated return percentage based on the cost of first share of stock investment: 93.76%
Processing portfolio for ticker symbol: ZTS
trade_action qty_onhand cost_basis sale_proceed gain_loss cash_value position_value total_value accumu_return
2019-12-23 1 1 132.71 0 0 -132.71 132.37 -0.34 -0.34
2020-03-13 -1 0 0 124.35 -8.36 -8.36 0 -8.36 -8.36
2020-05-01 1 1 127.44 0 0 -135.8 127.53 -8.27 -8.27
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.39
Accumulated return percentage based on the cost of first share of stock investment: 1.05%
In [28]:
stock_status.sort_values(by=['current_status', 'last_action_date'], ascending=False)
Out[28]:
| Name | trading_pandl | trading_return | current_status | last_action_date | |
|---|---|---|---|---|---|
| Symbol | |||||
| EVBG | Everbridge | 51.060 | 0.642183 | Waiting to Enter | 2020-06-30 |
| BSX | Boston Scientific Corporation | -5.670 | -0.125276 | Waiting to Enter | 2020-06-29 |
| CAG | Conagra | -4.580 | -0.136026 | Waiting to Enter | 2020-06-29 |
| COR | CoreSite Realty | -13.830 | -0.117452 | Waiting to Enter | 2020-06-26 |
| MASI | Masimo | 9.640 | 0.060816 | Waiting to Enter | 2020-06-25 |
| EBS | Emergent Biosolutions Inc | 5.870 | 0.106727 | Waiting to Enter | 2020-06-24 |
| AMD | Advanced Micro Devices | -3.470 | -0.079880 | Waiting to Enter | 2020-06-22 |
| NEM | Newmont Mining | 2.950 | 0.072057 | Waiting to Enter | 2020-06-16 |
| PFE | Pfizer | -4.460 | -0.113342 | Waiting to Enter | 2020-06-16 |
| ABT | Abbott Labs | -18.630 | -0.209349 | Waiting to Enter | 2020-06-15 |
| COST | Costco | -29.795 | -0.094882 | Waiting to Enter | 2020-06-15 |
| GOLD | Barrick Gold | 0.890 | 0.050425 | Waiting to Enter | 2020-06-15 |
| JNJ | Johnson & Johnson | -19.330 | -0.131604 | Waiting to Enter | 2020-06-15 |
| PEP | PepsiCo | -23.800 | -0.173204 | Waiting to Enter | 2020-06-15 |
| CNC | Centene | -13.430 | -0.219301 | Waiting to Enter | 2020-06-12 |
| CPB | Campbell Soup | -9.840 | -0.203264 | Waiting to Enter | 2020-06-12 |
| WMT | Walmart | -3.910 | -0.032186 | Waiting to Enter | 2020-06-09 |
| CTXS | Citrix Systems | -11.200 | -0.099777 | Waiting to Enter | 2020-06-05 |
| SJM | JM Smucker | -4.960 | -0.046718 | Waiting to Enter | 2020-06-04 |
| GILD | Gilead Sciences | 6.750 | 0.102912 | Waiting to Enter | 2020-06-01 |
| LLY | Eli Lilly | -5.330 | -0.040229 | Holding Position | 2020-07-01 |
| NFLX | Netflix | 42.420 | 0.126627 | Holding Position | 2020-06-24 |
| TDOC | Teladoc | 94.600 | 1.137977 | Holding Position | 2020-06-24 |
| VZ | Verizon | -4.950 | -0.080540 | Holding Position | 2020-06-23 |
| HRL | Hormel | -2.850 | -0.063277 | Holding Position | 2020-06-22 |
| PG | Procter & Gamble | -17.580 | -0.139358 | Holding Position | 2020-06-22 |
| MDLZ | Mondelez | -9.100 | -0.165124 | Holding Position | 2020-06-18 |
| BNTX | BioNTech | -30.510 | -0.959132 | Holding Position | 2020-06-01 |
| CRM | Salesforce | 22.310 | 0.135434 | Holding Position | 2020-05-05 |
| SPLK | Splunk Inc | 40.600 | 0.270396 | Holding Position | 2020-05-05 |
| SQ | Square | 22.070 | 0.341800 | Holding Position | 2020-05-05 |
| ABBV | AbbVie | -6.130 | -0.067810 | Holding Position | 2020-05-04 |
| BYND | Beyond Meat | 3.920 | 0.031428 | Holding Position | 2020-05-04 |
| D | Dominion Energy | -4.910 | -0.059667 | Holding Position | 2020-05-04 |
| HD | Home Depot | -20.350 | -0.087044 | Holding Position | 2020-05-04 |
| AAPL | Apple | 77.630 | 0.275059 | Holding Position | 2020-05-01 |
| ADBE | Adobe | 77.080 | 0.234735 | Holding Position | 2020-05-01 |
| GOOG | Alphabet | 6.190 | 0.004540 | Holding Position | 2020-05-01 |
| PRGO | Perrigo | -9.380 | -0.174512 | Holding Position | 2020-05-01 |
| TTD | The Trade Desk | 83.150 | 0.314498 | Holding Position | 2020-05-01 |
| ZTS | Zoetis | 1.390 | 0.010474 | Holding Position | 2020-05-01 |
| DDOG | Datadog Inc | 36.270 | 0.961814 | Holding Position | 2020-04-30 |
| SPOT | Spotify | 112.020 | 0.743183 | Holding Position | 2020-04-30 |
| TGT | Target Corporation | -8.630 | -0.066667 | Holding Position | 2020-04-30 |
| TWLO | Twilio Inc | 98.020 | 0.900919 | Holding Position | 2020-04-30 |
| WIX | Wix.Com Ltd | 109.010 | 0.769790 | Holding Position | 2020-04-30 |
| PYPL | PayPal | 55.500 | 0.507870 | Holding Position | 2020-04-29 |
| CHGG | Chegg Inc | 26.360 | 0.677984 | Holding Position | 2020-04-28 |
| CL | Colgate-Pammolive | -3.820 | -0.055282 | Holding Position | 2020-04-28 |
| EBAY | eBay | 6.990 | 0.194599 | Holding Position | 2020-04-28 |
| PANW | Palo Alto Networks Inc | -30.330 | -0.131944 | Holding Position | 2020-04-28 |
| RMD | ResMed | 9.800 | 0.062278 | Holding Position | 2020-04-28 |
| SNY | Sanofi | 1.450 | 0.028839 | Holding Position | 2020-04-28 |
| CMG | Chipotle | 90.010 | 0.107411 | Holding Position | 2020-04-27 |
| SPGI | S&P Global Inc | 28.070 | 0.103009 | Holding Position | 2020-04-27 |
| UNH | UnitedHealth Group | 8.820 | 0.029508 | Holding Position | 2020-04-27 |
| VMW | VMware | -11.660 | -0.074178 | Holding Position | 2020-04-27 |
| CCI | Crown Castle | -4.370 | -0.030894 | Holding Position | 2020-04-24 |
| COUP | Coupa Software | 128.110 | 0.870667 | Holding Position | 2020-04-24 |
| DHR | Danaher | 17.460 | 0.115583 | Holding Position | 2020-04-24 |
| ETSY | Etsy Inc | 37.120 | 0.819426 | Holding Position | 2020-04-24 |
| MKC | McCormick | 26.060 | 0.154028 | Holding Position | 2020-04-24 |
| PLD | Prologis | -7.900 | -0.090059 | Holding Position | 2020-04-24 |
| TMO | Thermo Fisher | 12.750 | 0.038823 | Holding Position | 2020-04-24 |
| AMT | American Tower | 2.250 | 0.009846 | Holding Position | 2020-04-23 |
| MSFT | Microsoft | 13.240 | 0.084144 | Holding Position | 2020-04-23 |
| SHOP | Shopify | 318.630 | 0.810660 | Holding Position | 2020-04-23 |
| TW | Tradeweb | -4.920 | -0.104792 | Holding Position | 2020-04-23 |
| ATVI | Activision Blizzard | 6.370 | 0.107239 | Holding Position | 2020-04-21 |
| EA | Electronic Arts | 16.870 | 0.156175 | Holding Position | 2020-04-21 |
| NVDA | Nvidia | 79.760 | 0.334943 | Holding Position | 2020-04-21 |
| RNG | RingCentral | 55.710 | 0.331528 | Holding Position | 2020-04-21 |
| DXCM | DexCom | 99.820 | 0.459598 | Holding Position | 2020-04-20 |
| FSLY | Fastly | 61.760 | 2.732743 | Holding Position | 2020-04-20 |
| MRVL | Marvell Technology | 6.960 | 0.262939 | Holding Position | 2020-04-20 |
| OKTA | Okta | 57.480 | 0.494452 | Holding Position | 2020-04-20 |
| WING | Wingstop | 24.970 | 0.288337 | Holding Position | 2020-04-20 |
| CRWD | CrowdStrike | 15.680 | 0.314165 | Holding Position | 2020-04-17 |
| DG | Dollar General | -2.240 | -0.014424 | Holding Position | 2020-04-17 |
| EQIX | Equinix | 14.220 | 0.024439 | Holding Position | 2020-04-17 |
| WORK | Slack | 7.600 | 0.353488 | Holding Position | 2020-04-17 |
| AKAM | Akamai Technologies | -3.510 | -0.037504 | Holding Position | 2020-04-16 |
| AMZN | Amazon | 508.550 | 0.282587 | Holding Position | 2020-04-16 |
| PTON | Peloton | 23.010 | 0.719063 | Holding Position | 2020-04-16 |
| DOCU | DocuSign | 91.820 | 1.237300 | Holding Position | 2020-04-15 |
| TTWO | Take-Two Interactive | 11.250 | 0.091501 | Holding Position | 2020-04-15 |
| VEEV | Veeva Systems | 38.750 | 0.277499 | Holding Position | 2020-04-15 |
| LOGI | Logitech | 15.580 | 0.336283 | Holding Position | 2020-04-14 |
| LVGO | Livongo | 37.680 | 1.407546 | Holding Position | 2020-04-14 |
| MKTX | MarketAxess | 102.310 | 0.270304 | Holding Position | 2020-04-14 |
| ZS | Zscaler | 45.060 | 0.937578 | Holding Position | 2020-04-09 |
| GIS | General Mills | 1.270 | 0.023628 | Holding Position | 2020-04-01 |
| CHWY | Chewy | 8.740 | 0.306344 | Holding Position | 2020-03-27 |
| KR | Kroger Co | 4.820 | 0.166322 | Holding Position | 2020-02-28 |
| REGN | Regeneron | 130.150 | 0.347122 | Holding Position | 2020-02-25 |
| DPZ | Domino's | 12.230 | 0.041731 | Holding Position | 2020-02-24 |
| ZM | Zoom Video | 184.150 | 2.700147 | Holding Position | 2020-01-15 |
| CLX | Clorox | 67.000 | 0.439143 | Holding Position | 2019-12-20 |
| MRNA | Moderna | 42.190 | 2.174742 | Holding Position | 2019-12-20 |
| NET | Cloudflare | 18.630 | 1.018033 | Holding Position | 2019-12-20 |
In [29]:
if notifyStatus: email_notify("Task 4. Back-test Model completed! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
Task 5. Evaluate Performance¶
In [30]:
if notifyStatus: email_notify("Task 5. Evaluate Performance has begun! "+datetime.now().strftime('%a %B %d, %Y %I:%M:%S %p'))
In [31]:
# Calculate the profit/loss from the trading model vs. merely holding a long position
trading_vs_long = stock_status.copy()
trading_vs_long.drop(['current_status', 'last_action_date'], axis=1, inplace=True)
for ticker in stock_list:
trading_vs_long.loc[ticker, 'long_pandl'] = stock_close_df[ticker][-1] - stock_open_df[ticker][0]
trading_vs_long.loc[ticker, 'long_return'] = trading_vs_long.loc[ticker, 'long_pandl'] / stock_open_df[ticker][0]
In [32]:
# Rank stocks by the return percentage of the trading model
trading_vs_long.sort_values(by=['trading_return'], ascending=False)
Out[32]:
| Name | trading_pandl | trading_return | long_pandl | long_return | |
|---|---|---|---|---|---|
| Symbol | |||||
| FSLY | Fastly | 61.760 | 2.732743 | 60.95 | 2.390196 |
| ZM | Zoom Video | 184.150 | 2.700147 | 186.27 | 2.556547 |
| MRNA | Moderna | 42.190 | 2.174742 | 47.46 | 3.358811 |
| LVGO | Livongo | 37.680 | 1.407546 | 55.29 | 2.891736 |
| DOCU | DocuSign | 91.820 | 1.237300 | 112.15 | 1.678641 |
| TDOC | Teladoc | 94.600 | 1.137977 | 130.77 | 1.920828 |
| NET | Cloudflare | 18.630 | 1.018033 | 19.67 | 1.139629 |
| DDOG | Datadog Inc | 36.270 | 0.961814 | 52.63 | 1.432109 |
| ZS | Zscaler | 45.060 | 0.937578 | 63.34 | 1.314926 |
| TWLO | Twilio Inc | 98.020 | 0.900919 | 117.42 | 1.064069 |
| COUP | Coupa Software | 128.110 | 0.870667 | 137.79 | 0.918600 |
| ETSY | Etsy Inc | 37.120 | 0.819426 | 54.31 | 0.954482 |
| SHOP | Shopify | 318.630 | 0.810660 | 702.17 | 2.232868 |
| WIX | Wix.Com Ltd | 109.010 | 0.769790 | 143.04 | 1.165485 |
| SPOT | Spotify | 112.020 | 0.743183 | 144.81 | 1.269261 |
| PTON | Peloton | 23.010 | 0.719063 | 36.15 | 1.500000 |
| CHGG | Chegg Inc | 26.360 | 0.677984 | 36.93 | 1.185554 |
| EVBG | Everbridge | 51.060 | 0.642183 | 80.16 | 1.182127 |
| PYPL | PayPal | 55.500 | 0.507870 | 78.03 | 0.785010 |
| OKTA | Okta | 57.480 | 0.494452 | 93.92 | 0.802735 |
| DXCM | DexCom | 99.820 | 0.459598 | 246.97 | 1.611655 |
| CLX | Clorox | 67.000 | 0.439143 | 69.61 | 0.464190 |
| WORK | Slack | 7.600 | 0.353488 | 6.76 | 0.278189 |
| REGN | Regeneron | 130.150 | 0.347122 | 319.79 | 1.105087 |
| SQ | Square | 22.070 | 0.341800 | 53.65 | 0.861847 |
| LOGI | Logitech | 15.580 | 0.336283 | 24.26 | 0.601537 |
| NVDA | Nvidia | 79.760 | 0.334943 | 200.58 | 1.110508 |
| RNG | RingCentral | 55.710 | 0.331528 | 116.41 | 0.669408 |
| TTD | The Trade Desk | 83.150 | 0.314498 | 239.19 | 1.259226 |
| CRWD | CrowdStrike | 15.680 | 0.314165 | 40.35 | 0.644569 |
| CHWY | Chewy | 8.740 | 0.306344 | 21.13 | 0.834189 |
| WING | Wingstop | 24.970 | 0.288337 | 54.94 | 0.621845 |
| AMZN | Amazon | 508.550 | 0.282587 | 1153.46 | 0.668579 |
| VEEV | Veeva Systems | 38.750 | 0.277499 | 93.49 | 0.628589 |
| AAPL | Apple | 77.630 | 0.275059 | 136.18 | 0.597464 |
| SPLK | Splunk Inc | 40.600 | 0.270396 | 84.66 | 0.711728 |
| MKTX | MarketAxess | 102.310 | 0.270304 | 151.95 | 0.429165 |
| MRVL | Marvell Technology | 6.960 | 0.262939 | 10.99 | 0.470060 |
| ADBE | Adobe | 77.080 | 0.234735 | 165.75 | 0.604795 |
| EBAY | eBay | 6.990 | 0.194599 | 15.19 | 0.402171 |
| KR | Kroger Co | 4.820 | 0.166322 | 9.47 | 0.392946 |
| EA | Electronic Arts | 16.870 | 0.156175 | 42.56 | 0.459314 |
| MKC | McCormick | 26.060 | 0.154028 | 14.41 | 0.087286 |
| CRM | Salesforce | 22.310 | 0.135434 | 45.05 | 0.306797 |
| NFLX | Netflix | 42.420 | 0.126627 | 219.67 | 0.825920 |
| DHR | Danaher | 17.460 | 0.115583 | 40.57 | 0.297086 |
| CMG | Chipotle | 90.010 | 0.107411 | 239.03 | 0.287998 |
| ATVI | Activision Blizzard | 6.370 | 0.107239 | 25.10 | 0.474211 |
| EBS | Emergent Biosolutions Inc | 5.870 | 0.106727 | 29.49 | 0.562572 |
| SPGI | S&P Global Inc | 28.070 | 0.103009 | 86.63 | 0.349470 |
| GILD | Gilead Sciences | 6.750 | 0.102912 | 13.94 | 0.224404 |
| TTWO | Take-Two Interactive | 11.250 | 0.091501 | 22.80 | 0.187948 |
| MSFT | Microsoft | 13.240 | 0.084144 | 66.21 | 0.478085 |
| NEM | Newmont Mining | 2.950 | 0.072057 | 22.47 | 0.577783 |
| RMD | ResMed | 9.800 | 0.062278 | 59.30 | 0.450745 |
| MASI | Masimo | 9.640 | 0.060816 | 85.48 | 0.592706 |
| GOLD | Barrick Gold | 0.890 | 0.050425 | 8.94 | 0.500280 |
| DPZ | Domino's | 12.230 | 0.041731 | 127.28 | 0.512337 |
| TMO | Thermo Fisher | 12.750 | 0.038823 | 83.48 | 0.302146 |
| BYND | Beyond Meat | 3.920 | 0.031428 | 3.14 | 0.022671 |
| UNH | UnitedHealth Group | 8.820 | 0.029508 | 79.54 | 0.364545 |
| SNY | Sanofi | 1.450 | 0.028839 | 6.44 | 0.143654 |
| EQIX | Equinix | 14.220 | 0.024439 | 154.64 | 0.269628 |
| GIS | General Mills | 1.270 | 0.023628 | 6.48 | 0.120111 |
| ZTS | Zoetis | 1.390 | 0.010474 | 11.48 | 0.091321 |
| AMT | American Tower | 2.250 | 0.009846 | 39.24 | 0.173513 |
| GOOG | Alphabet | 6.190 | 0.004540 | 239.46 | 0.199786 |
| DG | Dollar General | -2.240 | -0.014424 | 30.49 | 0.190052 |
| CCI | Crown Castle | -4.370 | -0.030894 | 35.29 | 0.258346 |
| WMT | Walmart | -3.910 | -0.032186 | 0.79 | 0.006644 |
| AKAM | Akamai Technologies | -3.510 | -0.037504 | 16.92 | 0.189241 |
| LLY | Eli Lilly | -5.330 | -0.040229 | 56.31 | 0.526114 |
| SJM | JM Smucker | -4.960 | -0.046718 | -0.76 | -0.007171 |
| CL | Colgate-Pammolive | -3.820 | -0.055282 | 3.07 | 0.043882 |
| D | Dominion Energy | -4.910 | -0.059667 | 1.24 | 0.015284 |
| HRL | Hormel | -2.850 | -0.063277 | 4.77 | 0.111736 |
| TGT | Target Corporation | -8.630 | -0.066667 | 9.39 | 0.085706 |
| ABBV | AbbVie | -6.130 | -0.067810 | 25.93 | 0.354138 |
| VMW | VMware | -11.660 | -0.074178 | 1.74 | 0.011496 |
| AMD | Advanced Micro Devices | -3.470 | -0.079880 | 24.07 | 0.844265 |
| VZ | Verizon | -4.950 | -0.080540 | -4.59 | -0.077455 |
| HD | Home Depot | -20.350 | -0.087044 | 18.81 | 0.082018 |
| PLD | Prologis | -7.900 | -0.090059 | 9.94 | 0.116653 |
| COST | Costco | -29.795 | -0.094882 | 6.12 | 0.020494 |
| CTXS | Citrix Systems | -11.200 | -0.099777 | 53.09 | 0.551355 |
| TW | Tradeweb | -4.920 | -0.104792 | 19.48 | 0.490063 |
| PFE | Pfizer | -4.460 | -0.113342 | -1.93 | -0.054107 |
| COR | CoreSite Realty | -13.830 | -0.117452 | 7.91 | 0.067342 |
| BSX | Boston Scientific Corporation | -5.670 | -0.125276 | -3.01 | -0.078611 |
| JNJ | Johnson & Johnson | -19.330 | -0.131604 | 11.43 | 0.088639 |
| PANW | Palo Alto Networks Inc | -30.330 | -0.131944 | 20.86 | 0.100048 |
| CAG | Conagra | -4.580 | -0.136026 | 7.76 | 0.278037 |
| PG | Procter & Gamble | -17.580 | -0.139358 | -1.32 | -0.010879 |
| MDLZ | Mondelez | -9.100 | -0.165124 | -3.75 | -0.068393 |
| PEP | PepsiCo | -23.800 | -0.173204 | -4.75 | -0.034644 |
| PRGO | Perrigo | -9.380 | -0.174512 | 2.76 | 0.053006 |
| CPB | Campbell Soup | -9.840 | -0.203264 | 2.72 | 0.058382 |
| ABT | Abbott Labs | -18.630 | -0.209349 | 12.57 | 0.158933 |
| CNC | Centene | -13.430 | -0.219301 | 21.78 | 0.498626 |
| BNTX | BioNTech | -30.510 | -0.959132 | 47.64 | 2.887273 |
In [33]:
# Rank stocks by the return percentage of the long-only approach
trading_vs_long.sort_values(by=['long_return'], ascending=False)
Out[33]:
| Name | trading_pandl | trading_return | long_pandl | long_return | |
|---|---|---|---|---|---|
| Symbol | |||||
| MRNA | Moderna | 42.190 | 2.174742 | 47.46 | 3.358811 |
| LVGO | Livongo | 37.680 | 1.407546 | 55.29 | 2.891736 |
| BNTX | BioNTech | -30.510 | -0.959132 | 47.64 | 2.887273 |
| ZM | Zoom Video | 184.150 | 2.700147 | 186.27 | 2.556547 |
| FSLY | Fastly | 61.760 | 2.732743 | 60.95 | 2.390196 |
| SHOP | Shopify | 318.630 | 0.810660 | 702.17 | 2.232868 |
| TDOC | Teladoc | 94.600 | 1.137977 | 130.77 | 1.920828 |
| DOCU | DocuSign | 91.820 | 1.237300 | 112.15 | 1.678641 |
| DXCM | DexCom | 99.820 | 0.459598 | 246.97 | 1.611655 |
| PTON | Peloton | 23.010 | 0.719063 | 36.15 | 1.500000 |
| DDOG | Datadog Inc | 36.270 | 0.961814 | 52.63 | 1.432109 |
| ZS | Zscaler | 45.060 | 0.937578 | 63.34 | 1.314926 |
| SPOT | Spotify | 112.020 | 0.743183 | 144.81 | 1.269261 |
| TTD | The Trade Desk | 83.150 | 0.314498 | 239.19 | 1.259226 |
| CHGG | Chegg Inc | 26.360 | 0.677984 | 36.93 | 1.185554 |
| EVBG | Everbridge | 51.060 | 0.642183 | 80.16 | 1.182127 |
| WIX | Wix.Com Ltd | 109.010 | 0.769790 | 143.04 | 1.165485 |
| NET | Cloudflare | 18.630 | 1.018033 | 19.67 | 1.139629 |
| NVDA | Nvidia | 79.760 | 0.334943 | 200.58 | 1.110508 |
| REGN | Regeneron | 130.150 | 0.347122 | 319.79 | 1.105087 |
| TWLO | Twilio Inc | 98.020 | 0.900919 | 117.42 | 1.064069 |
| ETSY | Etsy Inc | 37.120 | 0.819426 | 54.31 | 0.954482 |
| COUP | Coupa Software | 128.110 | 0.870667 | 137.79 | 0.918600 |
| SQ | Square | 22.070 | 0.341800 | 53.65 | 0.861847 |
| AMD | Advanced Micro Devices | -3.470 | -0.079880 | 24.07 | 0.844265 |
| CHWY | Chewy | 8.740 | 0.306344 | 21.13 | 0.834189 |
| NFLX | Netflix | 42.420 | 0.126627 | 219.67 | 0.825920 |
| OKTA | Okta | 57.480 | 0.494452 | 93.92 | 0.802735 |
| PYPL | PayPal | 55.500 | 0.507870 | 78.03 | 0.785010 |
| SPLK | Splunk Inc | 40.600 | 0.270396 | 84.66 | 0.711728 |
| RNG | RingCentral | 55.710 | 0.331528 | 116.41 | 0.669408 |
| AMZN | Amazon | 508.550 | 0.282587 | 1153.46 | 0.668579 |
| CRWD | CrowdStrike | 15.680 | 0.314165 | 40.35 | 0.644569 |
| VEEV | Veeva Systems | 38.750 | 0.277499 | 93.49 | 0.628589 |
| WING | Wingstop | 24.970 | 0.288337 | 54.94 | 0.621845 |
| ADBE | Adobe | 77.080 | 0.234735 | 165.75 | 0.604795 |
| LOGI | Logitech | 15.580 | 0.336283 | 24.26 | 0.601537 |
| AAPL | Apple | 77.630 | 0.275059 | 136.18 | 0.597464 |
| MASI | Masimo | 9.640 | 0.060816 | 85.48 | 0.592706 |
| NEM | Newmont Mining | 2.950 | 0.072057 | 22.47 | 0.577783 |
| EBS | Emergent Biosolutions Inc | 5.870 | 0.106727 | 29.49 | 0.562572 |
| CTXS | Citrix Systems | -11.200 | -0.099777 | 53.09 | 0.551355 |
| LLY | Eli Lilly | -5.330 | -0.040229 | 56.31 | 0.526114 |
| DPZ | Domino's | 12.230 | 0.041731 | 127.28 | 0.512337 |
| GOLD | Barrick Gold | 0.890 | 0.050425 | 8.94 | 0.500280 |
| CNC | Centene | -13.430 | -0.219301 | 21.78 | 0.498626 |
| TW | Tradeweb | -4.920 | -0.104792 | 19.48 | 0.490063 |
| MSFT | Microsoft | 13.240 | 0.084144 | 66.21 | 0.478085 |
| ATVI | Activision Blizzard | 6.370 | 0.107239 | 25.10 | 0.474211 |
| MRVL | Marvell Technology | 6.960 | 0.262939 | 10.99 | 0.470060 |
| CLX | Clorox | 67.000 | 0.439143 | 69.61 | 0.464190 |
| EA | Electronic Arts | 16.870 | 0.156175 | 42.56 | 0.459314 |
| RMD | ResMed | 9.800 | 0.062278 | 59.30 | 0.450745 |
| MKTX | MarketAxess | 102.310 | 0.270304 | 151.95 | 0.429165 |
| EBAY | eBay | 6.990 | 0.194599 | 15.19 | 0.402171 |
| KR | Kroger Co | 4.820 | 0.166322 | 9.47 | 0.392946 |
| UNH | UnitedHealth Group | 8.820 | 0.029508 | 79.54 | 0.364545 |
| ABBV | AbbVie | -6.130 | -0.067810 | 25.93 | 0.354138 |
| SPGI | S&P Global Inc | 28.070 | 0.103009 | 86.63 | 0.349470 |
| CRM | Salesforce | 22.310 | 0.135434 | 45.05 | 0.306797 |
| TMO | Thermo Fisher | 12.750 | 0.038823 | 83.48 | 0.302146 |
| DHR | Danaher | 17.460 | 0.115583 | 40.57 | 0.297086 |
| CMG | Chipotle | 90.010 | 0.107411 | 239.03 | 0.287998 |
| WORK | Slack | 7.600 | 0.353488 | 6.76 | 0.278189 |
| CAG | Conagra | -4.580 | -0.136026 | 7.76 | 0.278037 |
| EQIX | Equinix | 14.220 | 0.024439 | 154.64 | 0.269628 |
| CCI | Crown Castle | -4.370 | -0.030894 | 35.29 | 0.258346 |
| GILD | Gilead Sciences | 6.750 | 0.102912 | 13.94 | 0.224404 |
| GOOG | Alphabet | 6.190 | 0.004540 | 239.46 | 0.199786 |
| DG | Dollar General | -2.240 | -0.014424 | 30.49 | 0.190052 |
| AKAM | Akamai Technologies | -3.510 | -0.037504 | 16.92 | 0.189241 |
| TTWO | Take-Two Interactive | 11.250 | 0.091501 | 22.80 | 0.187948 |
| AMT | American Tower | 2.250 | 0.009846 | 39.24 | 0.173513 |
| ABT | Abbott Labs | -18.630 | -0.209349 | 12.57 | 0.158933 |
| SNY | Sanofi | 1.450 | 0.028839 | 6.44 | 0.143654 |
| GIS | General Mills | 1.270 | 0.023628 | 6.48 | 0.120111 |
| PLD | Prologis | -7.900 | -0.090059 | 9.94 | 0.116653 |
| HRL | Hormel | -2.850 | -0.063277 | 4.77 | 0.111736 |
| PANW | Palo Alto Networks Inc | -30.330 | -0.131944 | 20.86 | 0.100048 |
| ZTS | Zoetis | 1.390 | 0.010474 | 11.48 | 0.091321 |
| JNJ | Johnson & Johnson | -19.330 | -0.131604 | 11.43 | 0.088639 |
| MKC | McCormick | 26.060 | 0.154028 | 14.41 | 0.087286 |
| TGT | Target Corporation | -8.630 | -0.066667 | 9.39 | 0.085706 |
| HD | Home Depot | -20.350 | -0.087044 | 18.81 | 0.082018 |
| COR | CoreSite Realty | -13.830 | -0.117452 | 7.91 | 0.067342 |
| CPB | Campbell Soup | -9.840 | -0.203264 | 2.72 | 0.058382 |
| PRGO | Perrigo | -9.380 | -0.174512 | 2.76 | 0.053006 |
| CL | Colgate-Pammolive | -3.820 | -0.055282 | 3.07 | 0.043882 |
| BYND | Beyond Meat | 3.920 | 0.031428 | 3.14 | 0.022671 |
| COST | Costco | -29.795 | -0.094882 | 6.12 | 0.020494 |
| D | Dominion Energy | -4.910 | -0.059667 | 1.24 | 0.015284 |
| VMW | VMware | -11.660 | -0.074178 | 1.74 | 0.011496 |
| WMT | Walmart | -3.910 | -0.032186 | 0.79 | 0.006644 |
| SJM | JM Smucker | -4.960 | -0.046718 | -0.76 | -0.007171 |
| PG | Procter & Gamble | -17.580 | -0.139358 | -1.32 | -0.010879 |
| PEP | PepsiCo | -23.800 | -0.173204 | -4.75 | -0.034644 |
| PFE | Pfizer | -4.460 | -0.113342 | -1.93 | -0.054107 |
| MDLZ | Mondelez | -9.100 | -0.165124 | -3.75 | -0.068393 |
| VZ | Verizon | -4.950 | -0.080540 | -4.59 | -0.077455 |
| BSX | Boston Scientific Corporation | -5.670 | -0.125276 | -3.01 | -0.078611 |
In [34]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:07:58.528901